Great observationThis thread has been helpful possibly because your method of constantly adjusting
buy and sell points keeps me from making stupid trades. I worry about correlations
of your futures. The US Iran sanctions are going to remove 1 million or more barrels
per day off the market so shorting crude can't be a good idea. A large pert of the RTY
components are energy companies so RTY and crude are correlated. Also ES and
NQ are correlated. I am not sure how to deal with this.