Traders' Roundtable

When using CSI be careful of your roll logic. Generally I find that using OI will cast the widest net for realtime trading. However, there are instances in which some contracts run into probelms. the "Roll by days before expiration" = backstop? does not work. "OI or volume" seems...

For yourself or others that may decide to delve into testing intraday strategies with ETF's my initial findings were eye opening. The setup I chose was esignal for data, qcollector for distribution and TB as well as Ninjatrader for testing. Esignal does not split intraday data, QC does not split the...