Over-optimization and Roll Over Dates | Traders Hideout


futures.io - futures trading strategies, market news, trading charts and platforms


Traders Hideout


Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons




 

Over-optimization and Roll Over Dates

  #3 (permalink)

Market Wizard
Gits (Hooglede) Belgium
 
Trading Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,955 since Sep 2013
Thanks: 2,405 given, 5,488 received


I think in general you want to be trading in the front month (= contract with highest volume)
I you are swing trading, at a certain point in time, you will need to do something, even if the position is still 'on'

You can :
- close the position when the contract is not longer the front month
- you can trigger a strategy on top of the position which is the best roll (spread..
- you can implement 'black-out' around the roll period if you are in swing

None of this is a silver bullet...

Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to rleplae for this post: