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Greetings all!
I've read a lot about problems with data downloading from DataLink. Just
wanted to say that I've never had any serious problem with it, except
for the occasional "invalid symbol" error message (even though I am
using the symbols that I downloaded from equis.com). Then again, I also
did not experience any problems with the 6.52 patch for 6.50.
Which brings me to a question: when system testing, what kind of data
should I use? What I usually do (well, just started doing...) is that I
first test on a continuous contract (roll-over on expiration). If the
basis is too big from one month to another, I use a weighted continuous
contract. If these results are good, I optimize if need be, then I test
on actual contracts (I use a filter to make sure enough volume is
present). Does this sound all right?
Marek
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