Traders' Roundtable

Just to provide an update. I received this message from one of the CSI software developers:

The only other way I can think of would be to open the ua\archives\portfile.adm in notepad, while UA is not up, and set up a Replace search on
'GenerateForward'

Edit - Find/Replace ... from '0 ...

That sounds like a summary of the data, rather than a conclusion: I ran one test, of one system, on crude oil only. I found that the four options Even6, Odd6, All12, EvenOddBlend gave approximately the same raw profit.

I would have supposed that a conclusion would be a final choice and the ...

I was in your shoes once, cbrenner. My solution was to follow the advice embedded in the title of this thread: Measure (which is a verb) the most active contract months.

It was good advice. I learned a huge number of things, just from the exercise of "thinking and doing". And then when I looked at ...

Users "Hiramhon" and "Bondtrader" suggested and implemented and uploaded to this website [/b] a cute idea, here: http://www.tradingblox.com/forum/viewtopic.php?p=6203&highlight=cleven%2A#6203

I followed this link to what user Hiramhon suggested back a few years ago (Mon Feb 09, 2004):

Let me ...

Chelonia has studied fixed date rollovers, and presented his findings here: http://www.tradingblox.com/forum/viewtopic.php?p=24283&highlight=workable#24283

Yep, I've seen this previously. Certainly helpful in establishing the roll dates but not the underlying question of "Which contract months ...

I thought it would be best to query members of the forum first before I head off on another time consuming endeavor.

I use fix roll days as opposed to using OI and/or Volume. I don't want to roll into a new contract every month for futures (e.g., CL, RB, PN, etc.) which have monthly contracts ...

The links you posted come back with the message, "The topic or post you requested does not exist"

CB

I have multiple roll triggers being used for commodities within a single portfolio using CSI UA 2.10.6. I would like to change the representative pricing and "generate forward" check box across the entire portfolio (these parameters would be the same across the portfolio) without impacting the ...

Right. This is my concern. A lot of whipsawing is not good (for trend followers) and is generally what makes the stock market a pretty lousy market to follow trends. Commodities, for the most part, have not (until recently) been wholly subjected to this phenomenon.

So, it gives me some pause to ...

I just read this article the other day and I'm curious what others feel regarding the transformation of the commodities market over the past 3-4 years.

It seems that over the past few years there has been much more visibility of commodities amongst the general public causing an influx in both â ...

For those of you who use CSI Unfair Advantage and their back adjuster, I am curious as to how you set up your preferences for back adjusting. I am also curious as to why you chose these particular preferences.

I've read over CSI's help files for the back adjuster. Unfortunately, there is very ...