NexusFi: Find Your Edge


Home Menu

 





How to get seasonal probabilities?


Discussion in Commodities

Updated
      Top Posters
    1. looks_one myrrdin with 4 posts (0 thanks)
    2. looks_two s0mmi with 2 posts (0 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 thblees with 1 posts (0 thanks)
    1. trending_up 3,267 views
    2. thumb_up 0 thanks given
    3. group 6 followers
    1. forum 10 posts
    2. attach_file 3 attachments




 
Search this Thread

How to get seasonal probabilities?

  #1 (permalink)
 
s0mmi's Avatar
 s0mmi 
Sydney, Australia
 
Experience: Master
Platform: TT & CQG
Trading: Bonds of every country (AU/UK/CA/EU/US), Commodities (Soft, Hard, Metals), Currencies,
Posts: 24 since Oct 2016
Thanks Given: 11
Thanks Received: 132

I am very intrigued how some members here are able to grab some juicy probabilities on some commodity trades.

For example, its sometimes cited something like "the Jan-Mar spread has paid 14/15 times in the past 15 years, average win is $1500 holding to end of month and max heat is -$1000 with a loss"

These types of seasonal probabilities are what I'm looking for. Can somebody please help me and guide me in the right direction?


(Note: I have access to any Commodity available and I use CQG)

But for simplicity, I guess it would be nice to start with Brent (QO) or WTI (CL)?




Thanks for the help

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
How to apply profiles
Traders Hideout
Cheap historycal L1 data for stocks
Stocks and ETFs
 
  #3 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Commodities
Posts: 1,938 since Nov 2014
Thanks Given: 3,688
Thanks Received: 2,651


I get seasonal charts from MRCI for many years. They offer seasonals for outright Futures and for spreads as well as for the volatility of commoditiy futures.

But be aware that trading their trade suggestions blindly might not be the most successful way to trade seasonals. You might want to have a look at the thread "Seasonal Trades" in the Commodity Section.

Best regards, Myrrdin

Reply With Quote
  #4 (permalink)
 hobbys11 
eindhoven, the Netherlands
 
Experience: Intermediate
Platform: TTP,/Ninja, Multi, python
Broker: IB, cqg
Trading: dax, ES, CL, AEX
Posts: 35 since Dec 2012
Thanks Given: 57
Thanks Received: 12

You could also start looking at cycle analysis (like the work of John Ehlers)

Reply With Quote
  #5 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Commodities
Posts: 1,938 since Nov 2014
Thanks Given: 3,688
Thanks Received: 2,651

Seasonalgo also offers seasonal charts.

Best regards, Myrrdin

Reply With Quote
  #6 (permalink)
 Alexander Savin 
Europe
 
Experience: None
Platform: RTP, IRT
Trading: ZB, FGBL
Posts: 53 since Apr 2016
Thanks Given: 53
Thanks Received: 58

I like Investor RT for statistical work. PM me if you need any help.

Reply With Quote
  #7 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Commodities
Posts: 1,938 since Nov 2014
Thanks Given: 3,688
Thanks Received: 2,651


Alexander Savin View Post
I like Investor RT for statistical work. PM me if you need any help.

What does this software package offer in regard to seasonal trading ?

Best regards, Myrrdin

Reply With Quote
  #8 (permalink)
 
s0mmi's Avatar
 s0mmi 
Sydney, Australia
 
Experience: Master
Platform: TT & CQG
Trading: Bonds of every country (AU/UK/CA/EU/US), Commodities (Soft, Hard, Metals), Currencies,
Posts: 24 since Oct 2016
Thanks Given: 11
Thanks Received: 132

There's a reason for each seasonal trade paying/not-paying right ??

For example, some super hot-months or low-supply of crop yields may come in various years?

How likely are you to stay ahead of the game by going off seasonal data since youre just assuming past-predicts-future ?

Started this thread Reply With Quote
  #9 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
Platform: TWS
Broker: Interactive Brokers
Trading: Commodities
Posts: 1,938 since Nov 2014
Thanks Given: 3,688
Thanks Received: 2,651


s0mmi View Post
There's a reason for each seasonal trade paying/not-paying right ??

For example, some super hot-months or low-supply of crop yields may come in various years?

How likely are you to stay ahead of the game by going off seasonal data since youre just assuming past-predicts-future ?

1. For me it works for many years.

2. Have a look at the thread "Seasonal Trades". Here the most important criteria are explained.

And: Yes, there is a fundamental reason for each seasonal trade.

Best regards, Myrrdin

Reply With Quote
  #10 (permalink)
 thblees 
Berlin, Germany
 
Experience: Intermediate
Platform: TWS
Broker: IB
Trading: GC, KC, ZS, ZM, NG
Posts: 1 since Jan 2018
Thanks Given: 0
Thanks Received: 0



s0mmi View Post
I am very intrigued how some members here are able to grab some juicy probabilities on some commodity trades.

For example, its sometimes cited something like "the Jan-Mar spread has paid 14/15 times in the past 15 years, average win is $1500 holding to end of month and max heat is -$1000 with a loss"

These types of seasonal probabilities are what I'm looking for. Can somebody please help me and guide me in the right direction?


(Note: I have access to any Commodity available and I use CQG)

But for simplicity, I guess it would be nice to start with Brent (QO) or WTI (CL)?




Thanks for the help

Hi, you may try out a software called "Trademiner" (https://trademiner.com/) which is not too expensive. But I wouldn't use it as single base for trading, although helpful regarding seasonals.

Reply With Quote




Last Updated on January 2, 2018


© 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