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RE: Backtesting futures contracts



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Glen

We do this all the time ourselves.  When the next month becomes the most
active, we change the symbol and name within Downloader and keep right on
accumulating data.  Works fine.  The only problem is that by doing so, you
screw up the OLE link to Office 97 since the symbol is a part of the link as
opposed to just the chart name.

Guy


-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Glen Wallace
Sent: Wednesday, July 21, 1999 1:07 PM
To: MetaStock listserver
Subject: Backtesting futures contracts


Has anyone done any work to automate or ease the roll from one futures
contract expiration to the next, for system testing?

I realize MetaStock can't access multiple futures contract data files during
a single system test (there's a suggestion for Version 7), but I would like
to gather trade results for a particular contract from only the date it
becomes the front month until the date we roll to the new expiration.

Any suggestions?