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Hello, How do you calculate the cost of carry on oil futures? Where can we find the carrying charges? What are the interest rate you use for 1 month? Any other things influencing( shortage, seasonality... )? Thanks for your answers.

No I'm stupid. It's the contrary. YM Market makers are continuously replicating the index in their spread.

Can you explain a little bit? Are you saying that MMs are continuously readjusting their bid and offers on every Dow stock so there is no YM/Dow arb possible? Thanks.

Truth. I didn't even know there were still people paying that kind of commish.

I think there's a few things that explain it: - The most actively traded e-minis are the SP500 and Nasdaq because there were the first e-minis around since respectively 1997 and 1999. Before them, I think there were no electronic contacts in the US( there were in Europe ). ES has...

Thanks for the information. Finally, I'm happy with what I get. There is no real difference among big brokerage firms.

Although i'm an automated swing trader, I would say that , all things equal, if I had the technical skills to create such a program, I would prefer to make 50 K per day in a TradeBot like type of trading than to drop 200 lots of ES. Your friend is relying on one system( if I understand ), and...

Hello, Most of the time , you will sure be filled at the bid. I'm not a stock trader, but I think it all depends of the size of the order( it would be like that on futures ). If you sell under the bid, you will get filled at the current bid, and if your order is bigger it will reach bid -...

Ho... You know there are thousands of strategies trading spreads, but to test the one you have in mind, simply use the 2 legs of your spread as data 1 and data2 and program it. Then you get the 2 legs profit over 5 years or whatever, and you can make the difference between the two to know what...

You can do it with TS.There are custom futures symbols that permits to test intramarket spreads. I test pair systems with it. I combine the 2 leg equity curves with excel. You can create indicators as well. Other than that, I remember a post from Bruto Blukowski 2-3 months ago where he gave...

I was thinking he was telling the truth. I may be too naive sometimes.

OK. Interesting to know what is driving it. I really have a lot to learn about fundamentals. I only traded technical trading systems until now, and I find ag relationships really interesting and powerful( especially spreads ). Thanks.

Hello, It seems that on CBOT electronic contracts, the one that offer the most volatility is soybeans( considering only the range in ticks not in $ ). The most ranging seems to be Rough Rice. In fact , I obtain S > C > W > O > RR on a short period just observing it. Is it right? Where...

me too. But I didn't even know it was possible to optimize time frame.

Hello again, I was on TS forums and I saw a thread that may interest you. I haven't tried but it seems that the code is working: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=62235 bye

I don't think so. There is a function BarInterval, but I don't think you can put it as input and optimize it. Here it is: BarInterval (Reserved Word) Disclaimer Reserved word that returns the bar interval for the type of data that an analysis technique is applied to. Remarks...

Really fascinating posts , Spectre2007. I have a few questions : - I don't fully understand what FIFO Dominance is. Is it related to the size of orders placed at different levels on bid and offer? - What kind of data feed you use for this kind of scalping systems? What are the data...

I haven't read the thread but ER2 is really hard to trade. I've run automated systems for the last 3 years, and I think ER2 has taken a bit of my money at the time. I'm still running systems on it, but it's the only future that kept my money( I have been profitable on BP, YM, EMD, QM and TY )

In another article( I think, I don't exactly remember ), Cummings says he makes a "typical" 50000 $ per day... I hope this helps. OK, no billion dollars bet here but very impressive story though.

"Yeah. My teacher's method is designed to either breakeven or profit 85-90% of the time." We typically don't care about how much winning trades you are making. What is important is if your system has underlying edge, how profitable it is considering yearly returns/DD , how stable it is...