DislikedThe strategy the OP was using was probably good at the time but the spread has changed a bit since then. I'm using websites like https://www.quandl.com/data/CHRIS/IC...nuous-Contract To gauge the current range the spread between the contracts is in. At the moment I am buying in the low 5's and selling in the high 5's I'm fully aware that the range may change but am prepared to average in with the view it will stay between 2 and 10 barring any geopolitical shock. Unfortunately my coding knowledge ends...Ignored
Can you afford to take that chance?