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Angel, regarding testing I use as backtesting price data, the last 2 months
before the final month of a commodity contract. I adjust manually the prices
at the end of the 2 months. Compuserve offers the continuous contracts, so
that if you download them you only have to adjust the contracts. I do not
know if this can help you. There might be other ways to get historical
backtesting data but this is what I have learnt from a member and friend
here at the MS list. Regards,
Manuel Barquin
I'm here in Madrid, Spain, where are you?
----- Original Message -----
From: Angel Ibarra <ibarra@xxxxxxxxx>
To: <metastock>
Sent: Thursday, July 22, 1999 8:37 AM
Subject: Re: Backtesting futures contracts
> Dear friends,
> Along the time, I have read different comments about the best way to built
up
> continous contracts... Can any of you tell us your experience about this
topic?
> Here in Spain people use the index data to test futures contracts in the
long
> time, but I believe that this is not a good idea, because sometimes there
are
> big differences. How can I create a continous contract?
> Thanks a lot
> Regards
> Angel
>
>
>
>
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