|
PureBytes Links
Trading Reference Links
|
Actually I backadjust prices to avoid the price gaps and use the rollover
day as my adjustment point. Also not rocket science, except in cases of
backwardation like energy futures resulting in negative prices...
Geo
----- Original Message -----
From: "Bob Jagow" <bjagow@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 13, 2004 09:32 AM
Subject: RE: [amibroker] Re: Continuous contract symbols
>
> I occasionally get futures from Brite in order to track DGL posts, but
> haven't been diligent at accumulating them. That might be worthwhile
> because splicing them together in AB isn't rocket science.
>
> Regards,
> Bob
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|