Traders' Roundtable

ED is 141 and ED day only is 269. I got a reply from CSI that says to swithc from the C++ back adjuster to the older Fortran Back adjuster. Better, but the back adjusted data that ends with the March 2006 contract is very different from the actual March 2006 contract. Roll Trigger is Open Interest.

Hi. Is anyone using CSI to construct continuous contracts for the Eurodollar? My CSI keeps switching from Sept 2005 and March 2006, and to top it off, the resultant continuous contract has wrong data. I've talked to another person using CSI and he has the same problem. I'm using version 2.8.3 and he...

It ended up being the C++ back-adjuster. CSI recommened I use the older Fortran back-adjuster, and it works. The fact that July has 0 volume messes up the C++ adjuster.

Weird.

I see it all now. My mind has opened up and I have glimpsed the truth. Thanks guys. I still wonder how Sluggo got the correct data for his chart, even though we both have back-adjusted data?

I'll phone CSI anyway on Monday to see how to correct this little anomaly.

Thanks again.

I did. Same problem. Sluggo, are you manually rolling over every month?

Huum. I have the same roll scenario as I do with the other commodities.

Strange. This came from CSI also, and it does show 160.

Did Propane get split? A few days ago, it was trading at 160, and now it's at 80. In checking NYMEX, it looks like it's always been around 80-90. Did CSI re-adjust?

Thanks for the info, Sluggo. I only have North American Futures from CSI. Maybe I should invest in the International Markets. The Bund does seem to trend nicely.

Cheers.

CSI carries the GBL data back to 20040423. Does anyone know where I can get historical data previous to that? Just a few years, and free would be nice.

Thanks.

Hi Ted. I agree that there are many different permutations, and that I should try them all for myself. Having said that, I can't realistically see me doing that. I'd like to understand what other people have tried and works, doesn't work - in general, as an approach. I'm a computer consultant by tra...

It seems to me that there are two distinctly different ways of handling a trend. One way is to buy a number of contracts at the beginning, then scale out of the contracts as the trend progresses, so that you have made all your money before the trend ends. Another way is to add contracts as the trade...

How does one pyramid? If you normally get into a trade when the risk is less than 3%, why not add to the position if the equity allows you to? Just keep checking the equity growth. For example, start with 100,000. You are asked to take a $2,000 risk trade. It's less than $3,000 (3% of $100,000) so y...