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Hi globalarbtrader, thanks a lot for your reply. It is clear now.

Hi globalarbtrader, I do hope that the conversation on this thread will remain on a pure technical level, also because I think that no one has time to waste on bla bla bla talking.. I have several questions concerning your risk management approach. Question 1. I found this quite confusing...

I thought that the holiday calendar should be needed in order to be able to know how many "active trading days" are left before the expiration date or first notice date.

Hello globalarbtrader, first of all thanks for your reply concerning the order placement approach. After reading your post about roll trades I have some passages that I did not understand. So as far as I understood the rolling dates for you contracts are not fixed but they depend on the...

Am I understanding correctly that your signals are generated from OHLC daily values but after the signal aggregation procedure has taken place and an order is generated the ordered is entered as a limit or stop order based on the bid/ask spread you have at the moment in which the order is about...