Hi Everyone, I'm going to stop tracking the volumes on the futures contract now, as I'm happy the volume check method is working fine (except for GE whose volume fluctuates too much between contracts). The spreadsheet is here is anyone is looking for it: https://docs.google.com/spreadsheet/ccc?key=0AhnMZSbcxSoHdEhpX0c1bXhZLXZESDNjd1hKdUROTUE&usp=drive_web
Couple of final points: - I've been checking the contract volume for the last 4 months for most symbols, with an exception of 7 months for the grains (see my post on this thread from Oct 28) - GE fluctuates too much to use this method of contract selection, an alternative is needed - I've always started each strategy (for all symbols) between 9:00am and 9:30am EST each day. - Once I noticed CL going back to a previous contract (from 2014-04 to 2014-03). I waited until 9:30am EST, and tried again, it was back on the 2014-04 contract. Just be wary of this. - Once in a while, the request for the volume contract will hang. Just restart the strategy and it should be fine. regards, Michael -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
