Event-based strategies

Quote from dom993:

I am looking forward to learning from your journal! When are you planning on starting it?

WRT CL contract capacity, this is nowhere close from being a concern for me at this time :) ... however, given CL trades about 1/10 the volume of ES, I would suspect that 1/10 ratio applicable to contract capacity.

But then, CL average daily range varies from 140-ticks to over 300-ticks on the last 10 years, which is about 2.5 times the ES average daily range (in ticks).
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Thanks for the notes on CL.

It is seventh in liquidity.
 
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