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Re: [amibroker] Re: Back Testing Futures



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You can merge them, and later backadjust using split function.



----- Original Message ----- 
From: "me_rayme" <raycherry1@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 09, 2005 6:34 PM
Subject: [amibroker] Re: Back Testing Futures


> Yes that is what I do BUT how can I connect to two together (June & 
> Sept), for backtesting over 3 or more months, as a continous stream 
> of data.
> 
> Ray 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
> > save your database before trying this of coarse---
> > 
> > since you have just started the Sept, try---
> > in the Workspace, right click on the symbol, click Information, 
> and change
> > the symbol "m" to "u".  it won't be and exact continuation chart 
> because of
> > the "time" premium.  This is how i do it....
> > 
> > hth,
> > ron
> > 
> > 
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of me_rayme
> > Sent: Thursday, June 09, 2005 8:48 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Back Testing Futures
> > 
> > 
> > How can I join the June futures to the Sept futures, using one
> > minute,so the backtesting can cover more than 3 months. The Sept
> > futures stared today. Using IB, AB ver 4.70.5 Prof
> > 
> > Is this possible?
> > 
> > At the moment I have about 25 days of the June futures, so I now
> > want to add the Sept futures to the June continously.I also want to
> > keep this file forever, maybe for several years.
> > 
> > The following is what I want to store for purposes of back testing.
> > 
> > 6EM5-GLOBEX-FUT
> > 6EU5-GLOBEX-FUT
> > ER2M5-GLOBEX-FUT
> > ER2U5-GLOBEX-FUT
> > ESM5-GLOBEX-FUT
> > NQM5-GLOBEX-FUT
> > NQU5-GLOBEX-FUT
> > YM   JUN 05-ECBOT-FUT
> > YM   SEP 05-ECBOT-FUT
> > ZB   JUN 05-ECBOT-FUT
> > ZB   SEP 05-ECBOT-FUT
> > 
> > Ray
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > --
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> > 
> > --
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> 
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
>  
> Yahoo! Groups Links
> 
> 
> 
>  
> 
> 


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