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I had a failed A down then C up on the CL/Z. (60 tick A value on a 15 min OR) Why haven't you rolled yet to Z?

One issue that may be difficult to work around are the other risk management parameters, which I'm not sure Tradestation can replicate. For example, limit total open risk to x within each group (grains, energy, indicies, etc.) Can Tradestation do portfolio-level calculations? I thought it was...

I saw an ad for this prop firm on Craiglist. Typical prop firm ad, except they mentioned a platform that I never heard of before: Does anyone know about this firm or the platform? Is it the typical "charge a couple hundred suckers a couple thousand for "valuable training" and overcharge them...

Here is a link to an article which touches on this: http://ftalphaville.ft.com/blog/2011/06/09/589621/when-algorithms-fight-natgas-edition/ It's not the one I read, but shows the growing influence of algos in futures. re: trading the curve. Yes, I heard that energy is a spreader's...

Natural Gas is a weird market. A lot of days are dead - barely gets out of the opening range. I've also seen a lot of failed A ups and A downs. The market can turn on a dime. Inventory days are crazy. I read an article in the WSJ a while back about algo traders piling into NG without adapting to...

If you know what components you want and like to mix and match, then pricewatch.com is a pretty good place to go. Lots of choices for just about anything computer-related.

http://www.trading-naked.com/library/[Trading]-Stocks-&-Commodities-Toby-Crabel-ORB-articles.pdf

Kind of a dull day for CL. ACD kept you out of the chop, though. If Tony Crabel's right, tomorrow could have some fireworks. Today was NR4, NR7, NR10...(That's sort of equivalent to MBF's "tight pivot range," I guess.)

You can test multiple systems on Tradingblox. Also, if you search the TB forums, you will also find a great thread showing the benefits of combining all trendfollowing systems, even if they have correlation of 0.6 to 0.7 with each other.

Roger Lowenstein (another outstanding financial author) saw this coming several years ago, and wrote this fine book - While America Aged: http://www.amazon.com/While-America-Aged-Bankrupted-Financial/dp/B005K5UDT8/ref=sr_1_1?s=books&ie=UTF8&qid=1317905646&sr=1-1

1130-1131 looks like a good support area.

I clicked on the link to the system on Collective2, and it looks like the system fell apart after two months.

What kind of return/drawdown stats did your backtest show you?

The trend could finally be turning...

How much capital is he starting out with? Forgive my ignorance, what is DVAR? A Value-at-Risk measure? How do you calculate it?

The premium for a 6.00 put is $0.7787 per bushel. To hedge 15,000 bushels (three contracts), you pay $0.7787 x 15,000 = $11,681 plus transaction costs. This is expensive, because the options are "in the money" and have real value. You could immediately turn around and sell the options back and...

The WTI delivery point is Cushing, OK. The problem is that Cushing has become like a roach motel for oil - it can get in, but it can't get out. Most of the pipelines are set up to deliver imported oil (esp from ports in the Gulf Coast). However, the Bakken Shale in North Dakota and the Canadian...

I second this. Be conservative with your yield calculations. If you hedge 15,000 bushels of corn and you only harvest 5,000 (and Dec12 corn goes to $10 - which it probably will if everyone else's yield sucks) you are going to be in a tough spot. Also, if you intend to deliver against your...

Interesting intraday A Down on ES today. By my calculation, the A Down point was right on top of the pivot, which would in theory make it a pretty juicy trade if it holds.

Nice little journal. Good job on the last couple of trades. I may have missed this, but is this SIM or real money? What is your starting capital level? I noticed that your charts cover all 23 hours of trading. How do you monitor your trades when you sleep? Resting orders? I see how you can...