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The second attempt will be the good one:)

I think the algorythm for currency futures is FIFO. It says "see the PDF for products using LMM algorythms" but it contains all algorythms , not just LMM ones. C E S T V X means there are LMMs, F means it's FIFO.

I don't trade stocks but if you see a bid of 5000 shares hit by a 100000 shares order and it doesn't move, chances are the bid was in fact bigger than what was announced. Peg limit orders can explain that I think.

OK thanks.

Here it is nazzdack. I hope it is a better chart. there is a spread diff indicator below. Thanks a lot Fully Articulate, that was the kind of information I was looking for. I thought it was a quite unusual event. Please, why is the goldman roll refered to as "bear spreading". I was...

Thanks, but I'm talking about historical datas. It seems that there has been a big spread variation in the winter. I was just asking if someone knew what it was related to and if it was common 'cause i haven't seen much spread behaviours like this one in tests.

Hello, I have been testing some spread systems lately and I found a big discrepancy in spreads between may and july spread on wheat? Is it a data problem ? If it 's not the case, what caused this deep widening spread( in the center of the chart )? It just seems that I don't usually run...

Mister PatrickQ, I have been following your impressive results on the P§L thread, and I am wondering if it is possible for a retail trader like me to reach your level of consistency ( almost no losing day ). Is the fact that you're in prop with low commish, big access to capital...

1- 2 years of active trading. Before that, I would have said that I was consistent but i didn't know what it really meant.Now , I begin to see what it is. 2- 500 $ or whatever really low. I was uncredibly lucky in my first year although my techniques were total garbage. Since that, I think I...

It's OK for me. There are often some problems to connect to the TS network around the opening.

In fact, 500 $ per MONTH per future is not bad. You can get higher on some instrument like ER2, CL, DAX but it's pretty rare in real trading, at least to me...

It's highly unprobable. Don't create your account based on such expectations. Can you say the instrument traded? If you get such results, major pitfalls are lack of slippage involved in tests, tests based on limit orders where you have no slippage but in fact you will never get filled, lack...

Thanks a lot. It's pretty cheap. Any free :D someone? Sorry.

Hello, I am looking for back-adjusted daily datas for the 1st( nearby ), 2nd and 3 rd back months on soft commodities, especially CBOT( also interested in NYBOT and CME ). The longer the best. The adjustment can be made by absolute difference or ratio, it doesn't matter. I have looked at a...

Thanks, valuable information. It must be difficult to trade the december contract only with this kind of liquidity.

A good source of intraday data i use is http://www.visualchart.com It's a charting, backtesting software. You can download the trial version and after the trial has ended, you can still download txt historical datas ( between 6-8 pm french time ). I have it for 2 years now. You get a wide...

Importance of tick compared to daily range( the most important thing for us ): - ER2 - EMD - ES - NQ -YM E mini MSCI EAFE will probably gain volume in the near future.

That's what you do when you need to backtests some strategies. You have to create back-adjusted datas so you aren't taking the difference between contracts into account in your system results... Problem is that sometimes you get negative values or things like that but it's not a big one ...

Thanks. I'm creating back-adjusted datas based on absolute difference at the time of the rollover. I will retain 4 days before expiration as my rollover date, i think. Are there any other traders using an other fixed date?

Is there a common rollover date on CL, like n days before expiration, first notice...? I'm trying to create accurate continuous contracts but I have problems to find a fixed rollover date. It seems like it depends of the contract month ... Thanks for helping an oil newbie.