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HSI Futures trading

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nielsend

Dash
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I currently trade fulltime, at the moment just trading the SPI. As of the start of the New Year I'll be tracking the HSI, with the intention down the track to trade the mini HSI futures.
Before I do so I'm keen to hear from anyone that currently trades the HSI futures (both mini & full contracts), and is able to pass on any advice regarding their experiences i.e. how does it differ (if at all) from trading the SPI? Very generalized statement I know, but I'm keen to hear any comments.

Trading on the SPI is mainly day trading and swing trading (I occasionally hold overnight, but not very often).
Brokerage: Interactive Brokers
Data: eSignal
Charting: Amibroker
 
Have very limited experience on the HSI but is moves alot quicker then the SPI and you can be caught offside very quickly.

IMO you would want to make sure your method works on that market before committing serious coin to it. If you're using IB I would use the demo account for a while to get a feel for the market as it moves very differently to the SPI.

Good luck
 
Don't forget these lazy honkers break for 2 hr (?) lunch every day. And lunch gaps can be nasty...

Also from memory the HSI market depth isn't as usual as the SPI... if you consult market depth at all.
 
Nielsend,

I haven't traded them personally, although I have been a client advisor for several years.

The two contracts differ quite a bit. The HSI generally has bigger swings, that can be very rewarding/costly depending on your position in the market. For some trading styles this is advantageous over the SPI. The HSI has been popular with systems Traders locally, and I have only come across a few that actively discretionary trade it.


The mini HSI is useful for Traders who want reduced leverage, and it would be great to have a mini version of the SPI listed on the SFE.

The HKFE has at times closed the market midsession due to typhoons, which may leave you stuck with a position. The HKFE gives sufficient warning, and your Broker will need to be on the ball to pass this information onto you.

Unlike the SPI the HSI has a two hour lunch break, and is known to gap on the reopen, so be mindful of this.

Cheers.

GMS
 

I’m receiving the data already from eSignal into Amibroker ($4 per month), and have a chart up and running with the Dec contract. I haven’t had a chance to do anything more than set it up per my standard template at the moment, but as mentioned will start applying my strategies in early Jan and start monitoring / recording the results (live paper trading etc). I’ll do this for a couple of months minimum before I decide whether to trade it.
 
skc said:
Don't forget these lazy honkers break for 2 hr (?) lunch every day. And lunch gaps can be nasty...

Also from memory the HSI market depth isn't as usual as the SPI... if you consult market depth at all.
Click to expand...

I’ve taken note of the ‘gapping’ issue on both of the sessions, obviously a concern.

I use the DOM on IB, along with a volume plugin in AB, to get an idea of the short term direction when looking for entry points. This is due to using tight stops, and a tight 1st contract profit stop (to limit the losses should it go against me).
 

Occasionally on IB bulletins have been posted about the exchange being closed due to typhoons.

I’m starting to get the picture that the way to possibly trade the HSI is to enter and exit in the same session?
 
MRC & Co said:
eSignal provides the data and the charting, why use amibroker?
Click to expand...

I get the basic data feed from eSignal, it’s cheaper. And then use AB for charting due to its flexibility, which is greater than any other charting software I have come across. AB basically allows you to customize just about anything inclusive of various plugins, indicators, backtesting. The charting provided on eSignal and IB is very limited.
 
Yeah I echo what nomore4s has said already, paper trade it before hand, it can be viscous, you may also want to try the HHI, pretty much copies the HSI but its less $ per tick I think.

I had a go at them a while back, you need to be careful but they can provide some good chances, I didn't feel up to it at the time, where I was with my learning etc, but keen to give them a go again later sometime.

Good luck
 
nielsend, I think a guy by the name of "tk" (though there was something else at the end of the "tk"), started a thread about these markets quite some time ago (over a year). You may want to PM him, I don't know if you will get a reply, but he is probably one of the best HSI/HHI traders you will be able to come accross around these parts. The only other one I know is TH (Trembling Hand) who doesn't post here anymore.

I can only add to the obvious comments made that it is volatile and gaps - and the fact that most of the traders who trade the HHI and HSI, do not use the order flow (order book), so most of the volume will get done at market and won't be sitting in the book. Look for simple things like if you are bearish, and you see some size on the ask, but nobody goes up and takes it, and some asks start coming to market to hit the bids, then there is probably a big seller wanting fills, couldn't get them and is now doing so at market. This may or may not happen more often in the futures close (once cash has already closed on the second session).
 

Hi Neil,
May I ask what the ticker code is to feed the SPI and even the HSI into Amibroker is? AB seems to be quite precise in terms of the spacing and ticker code for it to be able to load.
I have tried SPIH0-SNFE-FUT as well as SPIH10-SNFE-FUT to no avail. My feeling is that there is perhaps a space somewhere, or the code starts with the AP variant.
 

Its the AP prefix. If you flip back through the Amibroker FAQ thread its listed again, obviously not for the spot month though.

CanOz
 

Try this:
APH0-SNFE-FUT-AUD
HSIZ9-HKFE-FUT-HKD

Forex
AUD.USD-IDEALPRO-CASH

Took me a while to work it out too.
 
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