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Don,
thank you for sharing your long experience.
--- In amibroker@xxxxxxxxxxxxxxx, "Don" <ddsmcl@xxxx> wrote:
> Dimitris,
>
> speaking only for grains because they are what i am familiar with i
> would say yes this observation is systematic for a long time
> and in all time frames.
>
> soybeans as an extreme example, bull market years
> 1973, july beans high was close to $13.00 while SN/SX high was
july
> $5.33 over nov.
> 1977, SN high over $10.50, SN/SX went to $3.00 over
>
> i remember your original wheat comment and i believe may wheat was
> trading at a premium to july at that time (backwardation)
> since then wheat has broke lower and so has the spread.
>
> http://www.mrci.com/ has some spread related info. my "traders desk
> reference" published by Moore Research Center Inc. is a 1992 model.
>
> it too have not created a an amibroker database, where would one
> look for historical eod data for grains that can be imported into
AB ?
Read first #8199 and follow the instructions.
It was automatically downloading SPH02, DJH02, JYZ00, useful for the
posting period.
Go to the "symbols" text file, delete the existing and introduce
yours in Britefutures.com terminology [WK03, WN03 etc]
Save the new symbols file.
Then, double click on Brite.js [do not forget to open amibroker to
some database you choose] and thatīs it !!
[I just did it...]
I hope britefutures is reliable.
Any experience would be much appreciated.
DT
>
> Don
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > Don,
> > thank you for the interesting point of view.
> > Since I am relatively new in the futures trading, is this
> observation
> > systematic for a long time ? Any experience would be much
> appreciated.
> > Is there any specific relation to code it in AFL and check ?
> > Until now I use ready charts, I have not created an amibroker
> > database.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, Don <ddsmcl@xxxx> wrote:
> > >
> > > Dimitris,
> > >
> > > i believe the spreads lead,
> > >
> > > your wheat may be making the turn higher, if the fronts
continue
> to
> > gain on the backs, in the grains when the front gains on the
backs
> it
> > is considered friendly.
> > >
> > >
> > >
> > > whereas in crude oil the friendly consideration is when the
backs
> > gain on the front month.
> > >
> > >
> > >
> > > Don
> > >
> > >
> > >
> > >
> > >
> > > ---------------------------------
> > > Post your free ad now! Yahoo! Canada Personals
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