Re: [amibroker] how to make continous contracts

[Richard Dale <richard@xxxxxxxxxxxxxxx>]

We offer futures data that integrates well with AmiBroker in which you can create back-adjusted continuous contracts in various ways by changing the roll dates/roll schedule to suit your style of trading.

See here for an article on how it works:
http://www.premiumdata.net/support/futurescontinuous.php

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net

-------- Original Message  --------
Subject: Re: [amibroker] how to make continous contracts
From: wavemechanic <fimdot@xxxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Date: sat, 14 mar 2009 23:56:42 -0400

There are several approaches but most use backward adjustment in which previous contracts are adjusted to match the current contract.  Google and you will find data suppliers, programs, and discussion.

 

Bill

----- Original Message -----

From: murthysuresh

To: amibroker@xxxxxxxxxps.com

Sent: March 14, 2009 4:50 AM

Subject: [amibroker] how to make continous contracts

the futures seems to change every quarterly. how do i make that look like a continous contract



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