NexusFi: Find Your Edge


Home Menu

 





CL Trading Strategy


Discussion in Commodities

Updated
      Top Posters
    1. looks_one Big Mike with 2 posts (1 thanks)
    2. looks_two cami02 with 2 posts (0 thanks)
    3. looks_3 rtj4201 with 1 posts (0 thanks)
    4. looks_4 undercoverguy with 1 posts (0 thanks)
    1. trending_up 4,488 views
    2. thumb_up 2 thanks given
    3. group 7 followers
    1. forum 6 posts
    2. attach_file 0 attachments




 
Search this Thread

CL Trading Strategy

  #1 (permalink)
rtj4201
Little Rock, Arkansas, USA
 
Posts: 1 since Dec 2010
Thanks Given: 0
Thanks Received: 0

Are there any good strategies for trading CL on this board

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Online prop firm The Funded Trader (TFT) going under?
Traders Hideout
Deepmoney LLM
Elite Quantitative GenAI/LLM
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
 
  #3 (permalink)
 cami02 
orange
 
Experience: Beginner
Platform: ninja
Trading: futures
Posts: 33 since Jun 2011
Thanks Given: 2
Thanks Received: 17


I am interested also in one, ATM strategy for CL, somebody can share.

Reply With Quote
  #4 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,175
Thanks Received: 101,541

There are many user contributed strategies, but they are all in the Elite section. Few (none?) are shared outside that section that I can think of.

https://nexusfi.com/elite-automated-trading/

It's not a solicitation, just pointing out why you are not finding them since you are not Elite.

Also, please don't think you can just download a strategy and start making money.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,175
Thanks Received: 101,541


cami02 View Post
I am interested also in one, ATM strategy for CL, somebody can share.

You can do a search for "ATM strategy" and find various threads that have covered this. I believe there is user contributed code that shows how to use an ATM in a strategy. Keep in mind that would work only for real-time trading and not backtesting.

A better solution is probably using a more advanced approach such as:


Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #6 (permalink)
 cami02 
orange
 
Experience: Beginner
Platform: ninja
Trading: futures
Posts: 33 since Jun 2011
Thanks Given: 2
Thanks Received: 17

Thanks Mike

Reply With Quote
  #7 (permalink)
markbrown
Dallas, Tx, USA
 
Posts: 42 since Mar 2013
Thanks Given: 5
Thanks Received: 18

Another Oddball System

Active Trader Magazine - Trading System Lab

May 2004

• Bottom line: Given the original system was fully disclosed and we have not changed any parameters, it shows a rather good result. Many commercial systems are often optimized for certain markets; this one was not.

• System results:The system returned an overall profit of 129.99% in approximately six years and an average annual return of 13.78 percent.

—This system was originally developed by Mark Brown in 1997.

===========

{ this tradestation code below }

inputs:bblength(32),bbstddev(3),adpt(10);

vars:bbh(0),bbl(0);

bbh=bollingerband((adaptive(h,adpt)),bblength,bbstddev);
bbl=bollingerband((adaptive(l,adpt)),bblength,-bbstddev);

if c >bbh then buy this bar ;
if c<bbl then sell short this bar ;

{ produced this chart below }



{ is this the holy grail? no but the price is right }

Mark Brown



Reply With Quote
Thanked by:




Last Updated on March 9, 2013


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts