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Seeking input to create strategies for commodities and indices

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Marco

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3 years ago #260164

Evening everyone, I would be interested to know if there is someone who generates strategies on indexes and commodities?!?!?
I was trying, but the problem is the settings where I find it difficult, can you give me some info?
Thanks so much

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hankeys

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3 years ago #260166

yes, i am trading indices as a CFD, not futures

and problem is simple – lack of data, dukascopy data are not suitable for CFDs traded with another broker, datafeeds and specifications are mostly different

so i am using my own tick data collected right from the brokers

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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tomas262

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3 years ago #260187

Do you mean settings for the builder or for the futures data / symbols?

When it comes to cost of trading (bid-ask spreads) futures trading at centralized exchanges like CME Group or ICE definitely wins when compared to CFD. There might be some good brokers for CFD trading these but mostly spreads are awfully wide :/

For example: Micro E-mini S&P 500 traded at CMEGroup exchange has a daily volume around 1,000,000 contracts with bid-ask spread being most of the time (23 hours a day) about 1 tick (1.25 USD). Every broker, every data service has the same data… This is a dreamworld in CFD markets where every broker uses different pip size, pip value, trading hours etc …

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hankeys

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3 years ago #260189

futures and CFDs are different worlds and every aspect of this trading has his +-

for futures you need bigger capital, you will mostly end with 1 strategy per market, for CFDs i can trade portfolio of strategies, for example i have no problem to run on my real account 80 nasdaq strategies and the spreads – they are OK in comparing whats happening right now on forex – look at the moves and compare spread values for currencies and for indices – lower spreads have indices

micro contracts are only for US indices, with CFDs i am trading DAX, DOW, SP, UK, nasdaq – for these markets in futures the margins are not low

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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Marco

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3 years ago #260227

Thanks to all of you for interacting on this post; however, I remain the same with doubt.
I would like to create cfd strategies on wti and indexes, however the dukascopy datafeeds are not well cared for; Do you have any suggestions for finding good datafeeds? Thank you very much and have a nice day.

Also because comparing myself with other people it seems that few have ventured on this path ……. therefore lacking the comparison to evaluate.

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Marco

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3 years ago #261467

I started building ea on cfd for s & p500 with this configuration:
step: 0.01
size: 0.01
point: 1
with spread at 8 = 4 * 2 as per broker tickmill and slippage at 2

What do you think?!?!?!? Thanks so much

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hankeys

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3 years ago #261478

there is nothing to tell – we dont know what is your broker and what specific he is using, but i am afraid, that this is not right

and basic problems will be the data – dukacopy data couldnt be the same as your brokers data, so the backtest could be not accurate – it depends on trading hours, etc. etc.

point value could be 50 USD or 10 USD, decimal points are mostly with 1 decimal, so step should be 0.1 and point i am using 1

my spread and slippage is 1+1

for trading indices or commodities you need to know very well what are you doing

and for data – my approach is simple – collect the data right from the real account

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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ivan

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3 years ago #262176

does automated trading work as a principle on ETFs?

Timisoara, Romania
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