I don't know about other traders, but I personally have traded a whole bunch more GSCI futures contracts, than any other commodity index.
Here is the contract specification
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- Tue Jul 01, 2014 12:10 pm
- Forum: Futures Markets
- Topic: Which index is more popular on commodities?
- Replies: 3
- Views: 5645
- Sat Jun 21, 2014 12:37 am
- Forum: Futures Markets
- Topic: How to compare the strength between 2 items in different dir
- Replies: 4
- Views: 5937
- Fri Jun 20, 2014 8:11 pm
- Forum: Futures Markets
- Topic: How to compare the strength between 2 items in different dir
- Replies: 4
- Views: 5937
Have you considered Indicator1 = (HH(5 bars) - LL(5 bars)) / (HH(100 bars) - LL(100 bars)) Indicator2 = SMA(TrueRange, 10 bars) / SMA(TrueRange, 100 bars) Indicator3 = Welles Wilder's ADX Indicator4 = PrettyGoodOscillator Indicator 5 = Chande's Momentum Oscillator Then you would simply program your ...
- Sun Jun 15, 2014 10:31 am
- Forum: Money Management
- Topic: What to consider on position sizing on Forex?
- Replies: 4
- Views: 7490
- Sat Jun 14, 2014 10:04 am
- Forum: Money Management
- Topic: How to manage fund portiolio?
- Replies: 1
- Views: 4803
- Wed Jun 11, 2014 9:25 am
- Forum: Stocks
- Topic: Selecting a Portfolio
- Replies: 7
- Views: 7762
The usual thought process is to decide how you will modify the portfolio in the future, loooong after backtesting is completed, and real-life, real-money trading is well underway. Then build your backtesting portfolio using that same methodology. For example, many people believe that some day in the...
- Mon May 26, 2014 8:29 pm
- Forum: Trend Indicators and Signals
- Topic: Any indicator better than ADX on measuring the Strength?
- Replies: 4
- Views: 15450
- Thu May 08, 2014 11:33 am
- Forum: Trend Indicators and Signals
- Topic: How to trade with any volatility indicator?
- Replies: 6
- Views: 8588
- Wed May 07, 2014 11:57 pm
- Forum: Trend Indicators and Signals
- Topic: How to trade with any volatility indicator?
- Replies: 6
- Views: 8588
- Wed Apr 23, 2014 8:31 am
- Forum: Futures Markets
- Topic: Rolling tips!
- Replies: 2
- Views: 5107
You could do both, in a couple different ways. First you could roll half your position with a market spread and roll the other half with a limit-order spread. That way you'll only be half disappointed. Second you could give yourself 3 days to perform the roll. The first two days you place limit-orde...
- Tue Apr 01, 2014 9:09 pm
- Forum: Money Management
- Topic: When should I rebalance my portifolio?
- Replies: 8
- Views: 9393
Yes, go in ALL directions. Your backtest results will tell you which direction was the most profitable or least painful, or, or, or... whatever metric is important to you! In my opinion it's okay to sort the ideas-to-be-tested beforehand. In my opinion it's okay to try the ideas which seem the most...
- Wed Mar 19, 2014 8:13 pm
- Forum: Trader Psychology
- Topic: Seykota new book "Govopoly"
- Replies: 9
- Views: 28456
- Mon Mar 17, 2014 11:28 pm
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7282
- Mon Mar 17, 2014 11:26 pm
- Forum: Money Management
- Topic: When should I rebalance my portifolio?
- Replies: 8
- Views: 9393
- Fri Mar 07, 2014 8:24 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 37238
- Wed Mar 05, 2014 9:10 am
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7282
- Wed Feb 26, 2014 8:31 pm
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 98078
- Thu Jan 23, 2014 10:12 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 62258
Some curve fitting
Epidemiologists have performed a fun little bit of curve-fitting and come up with this graph: http://imgur.com/BjcGHZJ.png The number of searches on Facebook seems to be well-modeled by an infectious-disease recovery equation called "irSIR". Projecting that model into the future, it shows ...
- Wed Dec 18, 2013 1:19 pm
- Forum: Data Providers and other non testing software
- Topic: Historical data not updating
- Replies: 2
- Views: 5178
Suppose that TB personnel go on vacation. Suppose that the automatic software process which controls the Free Data, went completely dead. The Free Data available from the Blox servers remains unchanged; it does not get refreshed or updated for two solid weeks. This could happen. In fact, I recommend...
- Tue Nov 12, 2013 8:49 am
- Forum: Testing and Simulation
- Topic: Robust
- Replies: 6
- Views: 7206
Maybe you would find it enlightening to backtest your trading strategy against 100 (or 1000) portfolios of randomly chosen stocks. For a moment, suppose you have done this. Here are some possible outcomes 30% of the backtest runs were profitable; 70% of backtests lost money 52% of the backtest runs ...