- Joined
- 20 November 2010
- Posts
- 27
- Reactions
- 0
This small page I believe is a good start,
http://abrahamtrading.com/methodology
Also Curtis Faith and Michael Covel.
I use IB, but there can be differences in price using IB (weird but true, eg. by /100 or other way round) for some prices, from historical day vendors or even delayed / live prices such as futuresource).
IB seems abit different but only with a "few" contracts on how they price it (I have compensation code in AB), but great for their many types of orders, and cheap brokerage.
Also important to take into consideration is 'your' determined rollover date (software wise it is the next business day).
http://abrahamtrading.com/methodology
Also Curtis Faith and Michael Covel.
I use IB, but there can be differences in price using IB (weird but true, eg. by /100 or other way round) for some prices, from historical day vendors or even delayed / live prices such as futuresource).
IB seems abit different but only with a "few" contracts on how they price it (I have compensation code in AB), but great for their many types of orders, and cheap brokerage.
Also important to take into consideration is 'your' determined rollover date (software wise it is the next business day).