Daily chart of soybean meal going back to 1969 with some exponential lags laid over top. This is a backwards-adjusted continuous contract and notice how the price goes negative. This is creating some ugly glitches in my system that I can't seem to figure out yet. Thus, I take a break to post this.
This is the first time I've ever actually looked at the chart for a price series I have tested. I need to program some chart functionality into my system for sure.
On another note, thinking about the drawdowns incurred from trading this crossover system on soybean meal evokes many feelings, including intense fear and elation.
Yikes!
Also, here's a screenshot of all the markets I have purchased. Ready to do some testing, but acquiring data has raised some other issues first, including accounting for foreign exchange when calculating PnL in foreign futures markets. Still this is a big step.
Back to work. Cya!
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