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As to CL, we have the following situation ("order view"): We can see here that the first layer has closed 2 players (that is, 2 "scalps" have been taken) and there is a sell player "alive" (order in the green circle). The second layer has instead the long player we have seen before...

Let's see where we are this morning. ES first. A few players have closed and we have right now: Here we may notice that also the second layer has turned into a positive position, although we had our short-position constraint. This is because. as we have said. we have been allowing also long...

I have now activated CL too. Both layers have taken a position pretty soon, so we have actually no exposure on CL yet (we need to wait for one player to take profit): ES momentarily is pointing down and a new sell player has appeared on our second layer: Still thinking about SI. After all...

A few hours later, we have a slightly different situation: one of the buy players on the first layer has been closed, so we now have 1 long on the first layer and 1 short on the second layer. Clearly, such players are "virtual" entities, as in this case the account is actually "flat". They just...

Since we have still few orders at this time, the situation is ideal to look a bit into the working of the application. We have our 2 ES layers active, and last time we looked we had a long player. This morning, I found the following situation, where we have an additional long player, and one...

So, to make an example, I just turned into "auto" mode the 2 layers of ES. On one layer I have specified to maintain a long-only position and on the other layer a short-only position. Right now, only the rule to open a long player has triggered and in fact we have our first order: ES FUT 201512...

Before pulling the trigger, and let it trade by itself, let me summarize a bit the approach, so especially those new to these concepts can follow. In time, I have introduced a lot of new terminology, so when something is not clear, please, don't be afraid to request clarifications. The general...

Ok. So looking at the historic chart for ES/NQ, CL, SI (on the barchart) site we get: which gives an idea of where these instruments currently are, in relation to the past. Clearly, NQ and ES, are "the same" thing, and we might have to chose one of the two: for now, we are just...

Mostly not, in terms of "profits". (They have been, however, invaluable in terms of development. So, I guess, they might be considered the necessary price one has to pay to make experience and advances in this area.)

Ok. I am just "starting" a few instruments. Instruments can be added or removed dynamically: so it's not big deal how we start. Anyway, I am right now using the following "ticker file", that is the file used to load the instruments: # some futures: SI FUT 201510 NYMEX 1000 NYMEX Silver...

Hi rmorse, thank you for pointing that out. I am not much into tax matters, but if you could elaborate just a bit on the topic, I think it would be very interesting. [ The list of cons for ETFs is quite large actually, as we have seen previously, and it's certainly useful to recall them (just...

After a pause of reflection and some developments of our trading application, it's finally time to resume our trading tests and illustrations. As you know, I always come back to ET for these illustrations, as this is my preferred site, and lately it has also undergone significant functional...

Not much changes this week, with the situation pretty much stalled, due to luck of funds and continuous liquidations. We can at this point terminate here this test, since I think we took all the good we could take and we can draw a few conclusions. First of all, the result is that we have lost...

Starting the week with a few liquidations to resync, in particular 32 contracts were liquidated overnight at various (high) prices due to lack of funds: these results in new virtual fills, necessarily to get back in sync. These can be distributed across the 3 layers we have: Tonight, more...

More liquidations in the last couple days on CL going up, but account still barely alive :-). I have re synced the platform with the underlying account by "projecting" new fills (eventually transformed into automated buy players): Another liquidation yesterday: which I am going...

Still surviving amid various liquidations (mostly occurring when going overnight) which we can "resync" as soon as the report is available by the broker: the situation of the 3 CL layers is as follows: As expected the 2 "hedging" layers could not close the buy players due to lack of funds...

I made actually a small change to the above rollover plan. Since I found on Monday that all positions had been liquidated by the broker, and I did not have the information about the liquidation order (available in the next day report [note for the broker: it's a bit shameful this info about...

We are still surviving, though in the middle of several liquidation actions from the broker which is forcing new buys (at high price.) On Monday, since we are near expiration, we will need to roll over the 3 CL layers we have seen in the last post. This will be interesting as it shows how to...

some authoritative opinion (Max Planck): ;) "As a man who has devoted his whole life to the most clear headed science, to the study of matter, I can tell you as a result of my research about atoms this much: There is no matter as such. All matter originates and exists only by virtue of a force...

"De Finetti was right: probability does not exist" https://faculty.fuqua.duke.edu/~rnau/definettiwasright.pdf