A daily chronicle of results of one retail futures trader trading my own accounts. I define myself as a day trader and generally swing for at least a few points most of the time. But I do make the occasional scalp for ticks too.
I have been doing R&D on ZS, but it has been going slowly since I only do it in the evenings. I bought data from CQG and am writing some code to transform it into something usable and backtestable. It is very difficult to get level-1 data for this contract, so I'll have to do with last trades. :-(
Good to see you are back.
ReplyDeleteI have been doing R&D on ZS, but it has been going slowly since I only do it in the evenings. I bought data from CQG and am writing some code to transform it into something usable and backtestable. It is very difficult to get level-1 data for this contract, so I'll have to do with last trades. :-(
Hope you find something that works TCat - keep me posted! Thanks.
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