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Brent/WTI Hedging Strategy

  • #121
  • Nov 12, 2019 1:37pm Nov 12, 2019 1:37pm
Quoting kamtal
The 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...
Well... you could test it from RAW (tick by tick data) to see the profitability, correlations, for past... You would have to type the program to backtest it... so basically any programming language that can handle so large data... (tables)... But yeah, maybe we should focus on the future... If you know how to code EAs in MT4, that should be sufficient enough... Do you have some stat, some correlations, just for us to get a feel if/when it works best?
Can you afford to take that chance?
  • #122
  • Dec 12, 2019 11:45am Dec 12, 2019 11:45am
Whats about crude oil 13 december 2019. ?
  • #123
  • Last Post: Dec 13, 2019 11:17am Dec 13, 2019 11:17am
Quoting UniqueIdea
Whats about crude oil 13 december 2019. ?
Could you rephrase pls... You mean where the market is going? You could check the news and also do not forget to check "WTI SEASONALITY", google it, tnx..
Can you afford to take that chance?
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