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  #1 (permalink)
rtj4201
Little Rock, Arkansas, USA
 
Posts: 1 since Dec 2010
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Are there any good strategies for trading CL on this board


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  #3 (permalink)
 cami02 
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I am interested also in one, ATM strategy for CL, somebody can share.


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  #4 (permalink)
 
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 Big Mike 
Manta, Ecuador
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There are many user contributed strategies, but they are all in the Elite section. Few (none?) are shared outside that section that I can think of.

https://nexusfi.com/elite-automated-trading/

It's not a solicitation, just pointing out why you are not finding them since you are not Elite.

Also, please don't think you can just download a strategy and start making money.

Mike




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  #5 (permalink)
 
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 Big Mike 
Manta, Ecuador
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cami02 View Post
I am interested also in one, ATM strategy for CL, somebody can share.

You can do a search for "ATM strategy" and find various threads that have covered this. I believe there is user contributed code that shows how to use an ATM in a strategy. Keep in mind that would work only for real-time trading and not backtesting.

A better solution is probably using a more advanced approach such as:


Mike




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  #6 (permalink)
 cami02 
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Thanks Mike


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  #7 (permalink)
markbrown
Dallas, Tx, USA
 
Posts: 42 since Mar 2013
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Another Oddball System

Active Trader Magazine - Trading System Lab

May 2004

• Bottom line: Given the original system was fully disclosed and we have not changed any parameters, it shows a rather good result. Many commercial systems are often optimized for certain markets; this one was not.

• System results:The system returned an overall profit of 129.99% in approximately six years and an average annual return of 13.78 percent.

—This system was originally developed by Mark Brown in 1997.

===========

{ this tradestation code below }

inputs:bblength(32),bbstddev(3),adpt(10);

vars:bbh(0),bbl(0);

bbh=bollingerband((adaptive(h,adpt)),bblength,bbstddev);
bbl=bollingerband((adaptive(l,adpt)),bblength,-bbstddev);

if c >bbh then buy this bar ;
if c<bbl then sell short this bar ;

{ produced this chart below }



{ is this the holy grail? no but the price is right }

Mark Brown



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Last Updated on March 9, 2013


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