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How to Trade Crude Oil Rig Count with Less Slippage

Posted by David Bean on

We modify one input in the Crude Oil After Hours, a strategy from the members area of Algorithmic Trading Systems, to show you how to trade the weekly Crude Oil Rig Count that is released at 4:30 pm EST on Tuesdays and at 4:30 pm EST on Wednesdays if it is a holiday week (such as this week when July 4th was on Tuesday).

We further add DayOfWeek references in the code to only trade it on Tuesdays and Wednesdays. We show you the code details in the video. If you have the open code from the members area, you can easily set it up on your side.

One of the benefits over Crude Oil After Hours is we skip that first 1 minute bar of volatility a miss the big slippage based on the event when you do it the way we show in the video.


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