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That's correct, that's how all the funds roll their positions, i.e. by buying/selling the spread depending on their position.

Hi, I live there on PI.

Maybe try another version of Excel. I had issues with 2016 so I have to use 2013 now...

Ok thank you.

Thanks, I will contact them directly. Where can I find information about 3rd party algos by the way? Also, if someone develops an algorithm for me, is this considered 3rd party (meaning can I run it with TT Standard)? Thanks

Is there an algorithm to trade commodity futures at the open (to get a price as close as possible to the open price) by any chance? Do you need TT Pro to access these algorithms?

Do you know if RTD is supported by OpenOffice. At the moment I use Excel with Python (xlwings) for my trading and rely on RTD to get realtime prices (only used for PnL).

FND: First notice date. Day after which you might have to take delivery.

Thanks, similar to most of my trades on commodities. Where I have an indicator which gives me the direction to trade and then I trade reversals/extremes. It's all really technical I don't really use any of the fundamentals on the commos.

Out last 1/3 @ -0.45.

Out remainder @ 1.

Out another 1/3 @ -0.21, keeping the rest for now.

How do you choose which contracts to trade? Just asking because the September maturity is usually lightly traded so at the moment I simply ignore it.

Took 2/3 out @ -5.5. Don't think this one will go much higher. Looking to get long on N-Z at some point.

Taking 1/3 of my position out @ 0.21. Some elements of my strategy captures movements during the last month before FND. I like to trade these periods as they're quite volatile.

Short Cotton K8-N8 @ 0.81. Small stop around 1.0 as close to the highs.

I recommend backtrader too. This is what I use for backtesting on futures (with the possibility to backtest on all the maturities of a future as opposed to a continuous serie). I prefer it to QuantConnect, the Lean platform (QC open sourced) is quite heavy.

April's fool?

Let's call it a strong hunch.

Long Oats K8-N8 with an average @8. Seems ready for a bounce.