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Standamora

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  1. Standamora

    Seasonals

    PetrPavel: zdravim. chtel bych se zeptat, jaky mas u toho gapu vystup. kdyz se dostane na close predchoziho dne tedy dojde k vyplneni?
  2. varechovce,,, popis trosku podrobneji jak chces ten gap zobchodovat. Prikaz muzes umistit GTC a pri limitnim prikazu preskocenim do smeru limitu se prikaz aktivuje. Taky zalezi jak se obchoduji elektronicke obchodni hodiny mimo hlavni obchodni hodiny. V tomhle case trh pokracuje dale s malou likviditou, ale to co na open cry grafu vidis jako gap muze v nocni seanci byt normalne probehnuty trh, bez gapu. V podstate pri obchodovani 24/7 by ani gap nastat nemel, pak je to urcita forma skluzu pri pristani velke objednavky, ale to na statickem grafu neni videt.
  3. Standamora

    Seasonals

    PetrPavel: ja za sebe vidim ted indexy bull. Pujdu to zkusit pred nejake opcni bull strategie. Na otevrene futures nemam moznost umistit SL do sve komfortni zony.
  4. Standamora

    Seasonals

    PetrPavel: v tom soymeal jsem ve bycim spreadu. Takze kdyz pojede, urcite se mi to bude libit. Do odkryteho futka ted nepujdu. Ale zacal jsem koukat na 10-15 a 30 minutove grafy prave na soymeal, soyoil, kukurici, wheatu a corn. Jedu prave ruzne adaptace Rosse. Libi se mi taky Pullback od bodu 2 po 123. Nebo 1. Rh po 123. Testoval jsem i intradenne a problem je, ze u tech nasledujich nebyva takovy potencial jako pri tech pocatecnich po obratu trendu. Tak uvidime. Diskrecne by to melo jit pri zachovani RRR. Zatim si naostro netroufam, prozivam ted neprijemny DD, tak ho nechci podporit nejakyma neradne otestovanyma metodama.
  5. Standamora

    Seasonals

    Petr Pavel: snad se to otoci. Porad si ale myslim, ze riskujes prilis mnoho. Ja se svym stestim mam vzdycky obdobi, kdy si poctive vybuduje nejakou equity, abych pak ulitnuj na nejakem riskantnejsim obchodu (vetsi expozice riziku, misto obvyklych 2% uctu treba 5%). Pak to jeste projde gapem za SL a vysledek na sebe neda dlouho cekat. Jak psal Larry, vstupujte do kazdeho obchodu jako by mel byt ztratovy. Pokud se ti ta ztrata nelibi, nevstupuj. Blbe je, ze u samotneho futures tezko snizis risk. I ta kukurice, kdysi doporucovana novackum na mensi ucty a mensi zkusenosti ma dneska denni range ze to s malym uctem moc nejde. Z holych futek si troufam jen na minikontrakty. Je tam blby bid ask, ale u swingoveho obchodu to neni tak strasne. Na intradenni to neni. Snad ten lumber neodevzdas zpatky. Drzim palce.
  6. Standamora

    Seasonals

    na barcharts je zajimavy clanek od Tima Hannagana. Prijde mi to pasujici do diskuzniho vlakna k seasonals. Kdyz k tomu reknu svuj nazor. V podstate jde o to, ze s narustajicim vlivem hedgeovych fondu a velkych penez v komoditach, se narusuji klasicke sezonnosti. Radi tem obycejnym farmarum co jsou v businesse a delaji to jako za starych casu, aby tak necinili a utrhli si taky trochu z kolace. Jsou tam tendence k rustum a propadum. Tvrdi ze pokud nebude extremni nadbytek zasob, bude diky kontrole z jejich strany hnana cena grains do sveho maxima mezi koncem cervna a zarim, a ze rozdily mezi skliznovou cenou a touto budou znacne. Co z toho plyne pro nas. Jakmile skonci sklizen kukurice a soji,, zacit hledat long signaly. LOOK WHO IS DEALING NOW Tim Hannagan of PFGBest - InsideFutures.com - 1 hr 53 mins ago ……. Prior to the historic high grain moves in 2008, a change in the roster of grain Shakers and movers took place. The years prior saw daily price action controlled by large individual traders and 5 to 10 million dollar seasoned agricultural trading funds while commercial exporting and processing companies controlled the seasonal trends. They said if you wanted to make money follow the commercials as they are the big money in grains. The problem here was it was in the commercials best interest to keep prices down when growers went to harvest and needed to sell grain to pay debt due at harvest time. Commercials are what developed in the grain market what was known as the seasonal trend. They bought the grain at seasonal harvest time low cash prices, often the low of the year and sold to feeders, processors and importing countries at seasonal demand time high prices, often the highs of the year. Then the government changed the laws to allow money from stock trading companies to trade commodities, once considered too risky. These monies were sitting in massive billion dollar conservative stock managed accounts. Monies from teacher, auto and private company pension funds and such. Overnight we went from trading 5 to10 million dollar agricultural minded funds to 50 to 100 billion dollar index trading funds. The government saw the opportunity to get these conservative traded dollars, whose returns paled by comparison to the aggressive speculative and profit soaring speculative stock funds to have the window open for large return potential as well. The problem was these index funds were considered hedge accounts with no trading limits on positions. They could only buy long the market, leaving selling as only a profit-taking result. Since these new monies originated from the stock market mindset, it was easy for the money managers to keep buying just like years of stock buying had trained them. After all, they knew little of fundamentals of commodities. They didn't know a bushel of corn from a phone booth and didn't care. They were technicians whose trading psychology was 90% charts. There pattern was to keep buying any news that entered the market and only sell when month-end neared. Many of these funds had clauses in their contracts that allowed them to pay handsome bonuses on profits taken before month-end . If not taken, bonuses were not earned. This was a easy decision for them. A quick look at monthly charts will show a regular pattern of month-end profit-taking still in practice. Understanding this practice is important for traders in preparing their own trading strategy. This trigger of profit-taking comes after rallies with little concern as to the time of the month but more often than not they occur after the 10th and before the final three days of the month. These large index funds and their aggressive and never-ending buying found themselves in government scrutiny in 2009. In 2008 we saw these billion dollar mega market movers push corn, beans, wheat and even crude oil to historic high prices on seemingly no other reason than they could. They took wheat prices so high on the Minneapolis wheat exchange, with futures bids pushing $25 per bushel with lock limit up trading for days on end. It almost toppled the exchange due to trader fears that the exchange was no longer a viable trading platform. The exchange is still recovering from the event. The government took heat from grain companies, energy users to feeders of livestock and beyond to stop the madness they witnessed. It was destroying their businesses in need of stable markets to near bankruptcy as seen from the ethanol producer bankruptcies that followed. In the fall of 2009 congressional leaders were threatening to place position limits on these index funds, to try and stop out-of-control price trading and market manipulation. This was the choice of last result on several fronts. Not all this new commodity trading money came from the U.S., but huge foreign trading entities. The U.S. government feared that trading restrictions would drive monies away from U.S. exchanges to foreign country trading exchanges surfacing all over the world. They felt we had to keep money here to maintain the U.S. as the largest and safest trading exchanges in the world. The U.S. exchanges also were reluctant to push for trading limits as soaring open interest and daily trading volume led to untold exchange income being made from contract exchange fees. Last but not least, our government regulatory agency, The National Futures Association of the commodity markets, went from being understaffed and unfunded too powerful and influential from the monies from each contract traded with a N.F.A. fee. Everyone had a vested interest in these manipulating funds but needed to get at least a understanding that too much couldn't last. This led to index funds taking collective control of them selves with self-management. 2010 has seen these funds take a different and less threatening approach to their trading, yet managing to push near record volume and open interest keeping their vast wealth at work. The first change came as they went to trading more spreads. Long one month and short another. Spreads are recognized as a single trade. so It doesn't violate their hedge status and rule of only being able place long positions. The second change was buying into contracts on years much further out. Coming up with strategies that have them buying long one and two years out on futures delivery dates, rather than front end loading. This has created a wealth of opportunity for farmers in long-term hedge strategies. The final self-management change by index funds, was no piling on. This year saw strong fundamental news that in the three prior years would have funds pushing prices up all spring into Summer. News like record Chinese buying of U.S. beans. The Chinese stopped selling corn to surrounding Asian neighbors, who turned to the U.S. to fill their import needs, setting corn up for a record U.S. export year. And the ever present crop problems in foreign exporting countries. Instead, they bought, then sold what they bought, over and over. A simple review of the grain charts from January through June shows this pattern. Only the recent crop fears over production from the European Union nations under drought conditions with Russia featured as having the worst summer drought in 50 years to record floods in Pakistan devastating crops, have we seen an extended rally. The U.S. government sees it as a reasonable price trend with no daily limit price moves and helps the market function to its purpose and that is for the market to ration crops. Funds like these are not going away but getting better organized and even expanding. 2011 will see a new index funds enter out of China that will throw 29 billion dollars at agricultural futures. The key to survival and then prosperity for agricultural businesses such as farmers, feeders, processors and grain exporters is understanding the monthly trading patterns of these funds and avoid what used to be traditional seasonal selling of grain and understand fund seasonals . Traditional hedging patterns no longer work. Funds continue to price yearly highs on their seasonal time and that’s between June 20 and September 20 when they have shown the last three years they will max out their buying over growing season uncertainties. Growers who sell only the grain needed at harvest to cover debt due at harvest time. Then lock the rest up until the fund seasonal exhaustion high buying period ends, will be on track for maximum profit potential.
  7. Standamora

    Seasonals

    z meho pohledu je ten lumber preprodany. po tom dlouhem relativne bezkorekcnim propadu bych pri casovani pripadneho vstupu short cekal na korekci. Takze v tom pojeti jak ho ma ted MRCI bych ho nesel. bondy se mi libi, ale opet prilis rizikove na me. ted se navic tak meni nalady na trzich, bude krize, nebude krize, bude krize, nebude krize. Ta volatilita je silena. Pokud bude nalada bull tak to z tech bondu zacne odtekat, pokud se propadneme znova do spatne nalady, pujdou nahoru a ty bondy jsou ted smerem nahoru obrovsky citlive. Mel bych se na pozoru.
  8. Standamora

    Seasonals

    PetrPavel: taky ctu ;). tak vytrvej, vypada ze jsi pracovitej a poctive testujes. To drivi me mrzi,ale jit to jak jsem chtel, tak jsem ted taky vysmatej. Nedovolil bych si ale riskovat tolik na ten obchod. Tu opci za 42.5 teoreticky riskujes 4250 jestli je to stejne jako u futures na indexy. Skoncilo mi MRCI a vzhledem k uspornym opatrenim jsem ho neobnovil, takze sezonni obchody budu rad kdyz budou v tomhle vlakne specificky vyskytovat. Specialne kdyz to jeste nejakym rozumnym filtrem nekdo procisti. Ty Lean Hogs mi prijdou taky na spadnuti do shortu. Udajne tenhle tyden jeste maji drzet, ale nekdy se ceka zlom. Abych dodrzel risk, budu to muset jet ciste pres spread. Ale na minikontraktech si troufnu na soju, kukurici i psenici. Taky dospivam do vetsiho a vetsiho presvedceni, ze ty kravy budou letos hodne bull, na korekcich bych zkusil long. Opce jsem se dival a jsou strasne malo. Soymeal podobne cekame na byci spread Z/N. Premyslel jsem ale take o opci nekde 40 bodu nad soucasnou hodnotou, kterou bych pri obratu odprodal pred expiraci na nejakem zajimavem profitu. Vzhledem k tomu, ze se casto trefim, ale jsem v tech pohybech predcasne, tak predpokladam ze jak ty kravy, tak ten soymeal jeste nejakej cas bude hledat cestu. Takze same plky, nic konkretniho jsem do placu asi neprines ;)
  9. Standamora

    data feed

    Mam-li data od IB propojena do Sierry, a na odpocitavani mam neco jako zaseky, je to zpusobeno tim jak IB posila data v balicku, nebo kdyz nedojde chvili k obchodu tak se neodpocitava? Obcas je zasek i 10 sekund, pripojenim to neni, neb ted jsem si jisty ze mam kvalitni. Dik vsem za nazory.
  10. Standamora

    Seasonals

    Petr Pavel: tak co ten Lumber,, podle me si ted dosel k pekne rezistenci. Nemam dostatek penez abych utahnul life obchod, ale muzeme to zkusit na paper.
  11. Standamora

    Seasonals

    zdravim Slaughter, Paja a Pavel: zaujal me lumber, ktery jsem ve spreadech sledoval, ale s mym uctem a likviditou trhu jsem si netroufnul. Parkrat jsem daval limit na vstup a nenaplnil se, pri me dovolene by se vyplnil a dosel si pro cca 1500. pisu ale proto, ze drevo nekdo v prispevku psal, ze na dalsi sezonu zacne byt skupovano po novem roku. nevim kde, ale mam v hlave nejakou poucku ala prislovi, kdyz jsem procital drevo,, myslim ze je to v te bichli od MRCI... neco v tom smyslu, nez napadne snih, mit drevo pod strechou. Takze z toho vyplyva, ze nakup na dalsi stavebni sezonu muze byt uz na podzim, prave diky nizsim cenam se predzasobuji. To jen abych dal trosku negativni argument.
  12. Standamora

    Seasonals

    zdravim: blahopreji k dodrzeni planu. jak jsem se zminoval, ten nat. gas se mi libil, ale dvakrat me vyhodil na zacatku dubna a pak na zacatku kvetna (na medvedim spreadu). Ty swingy ktere to dela jsou presne od tech silnych suportu a rezistenci, od kterych se to uz trikrat odrazilo.. trading range velmi vyrazne, co se mi nelibi, ze dolni suport drzi, dokonce se po nejnizsim low ta low posunula vyse. Plus ta high se take divaji pokazde o par ticku vys. V takovem pripade bych to sel obchodovat prave v momente odrazu od R a prave jak ted byl ten obchod kousek nad tim silnym suportem, tak se mi do toho nechtelo. Jinak velmi by se mi libil obchod, kdy bude sezonni okno, spread bude mit premium a utvori se inverzni trh a k tomu prijde nejaka korekce typu finwin, ZLR, Williams R apod. Ve smyslu toho jak to psal Larry, jak si vybira pozicni obchody. Pokud nekdo vycmuchate, ze se nekde rysuje podobna situace, podelte se. Ukazkova byla bavlna na podzim, kam se nedalo vstoupit pro prilisnou volatitlitu (v ramci mych moznosti), ale treba se to nekdy povede na mene riskantnich futures.
  13. Standamora

    Seasonals

    petrpavel: na to medvedi byci tam bude zase nejaka metodika od MRCI. Urcite tam bude nekde vysvetleni. Popravde mi to nestalo za to zkoumat blize. Prumerovani je vzdycky zradna vec. Vysvetluju si to tak, ze rozdeli pomoci korelace roky na byci a medvedi podle urciteho obdobi. Pokud v tom obdobi 90 procent casu roste je to porad byci a vetsina odchylek pak zprumerovanim vypada jako relativne hladka krivka. Pokud ale u bycich trhu vetsiho vzorku dochazi od urciteho data k poklesu, tak to na tech prumerech byciho trhu bude videt. Asi to nebude klasickej pripad,ale je to docela mozne. Kazdopadne o vikendu projdu jeste jednotlive grafy a pujdu to pres spread. Ted udelal peknou zahustenou formaci na spreadu s velmi peknym RRR od low k pripadnemu PT na rezistenci, ale takhle uz jsem se dvakrat nachytal, takze budu cekat na potvrzeni prorazenim EMA a pretoceni SARS.
  14. Standamora

    Seasonals

    jeste jeden dotaz asi na administratora. muzeme vkladat obrazky z MRCI? Nejsem si jistej z pohledu autorskyho zakona, jestli to nahodou neni poruseni, protoze tak nasdilim neco za co by se melo platit. Pretestovani a vlozeni z Gecka mi prijde OK. Osobne mi to nevadi, jen nez zacnu neco vkladat, chtel bych znat oficialni postoj. Dik
  15. Standamora

    Seasonals

    napisu jen tak v rychlosti- cukr se mi libi,ale pockal bych si na korekci. Urcite jeste nejakou PA. On se da v podstate i ten futures v pripade byciho vyhledu zobchodovat pres spread, pokud clovek nema kapital na to jit do samotneho futures. Inspirovan ozivenim tohoto vlakna jsem se dival na MRCI a vzhledem k tomu, ze je tam ono rozdeleni na vyvoj v pripade byciho a medvediho trhu, tak se mi velice zamlouva ten Nat gas.. prodej august. Protoze jak tak krivka bycich, tak ta krivka medvedich trhu jdou od daneho data short, coz se jen tak nevidi. Podle toho co jsem proklikaval ty dalsi seasonals.Jelikoz mini kontrakty jsou malo likvidni, uvazuji o shortovani pres spread(na plnej kontrakt nemam MM). Medvedi spread na nat. gas mi ted dvakrat selhal. Prikladam to k pocasi v USA, ktere narusuje sezonnost. Pokud prijde signal v obdobi toho aug. nat. gas vstupniho okna a k tomu uvidim,ze ten pattern v pocasi co dela na jihu vedra ma vyhlidku konce aspon v predpovedi, dalo by se na tom neco vyprofitovat.
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