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hi,
I read your post in yahoo groups about reuters data.
I agree with u that the only way to
test futures is to test each one and get rid of the roll over gaps.
Also, I would say MS and Reuters
will have to catch up other vendors......is incredable that reuters does not
sell EOD intraday data....
They should sell as Qcharts and
Ensign......and with long periods data.
I would like to know if you
have intraday data (60m) of futures TY and ZN (10 year cry out and a/c/e).If
the answer is yes.....since when? I have Qcharts data and the data series start
in 1999.Thanks
Juan
--- In <A
href="">Metastockusers@xxxxxxxxxxxxxxx,
JayTownsend@x... wrote:> Hi:>
> After looking closely at Reuters for future's data, I backed away and
chose > CSI/UA. It's a little more expensive, but much more
future's friendly. I > didn't get Reuters because they are very
limited in the cash quotes, and that > is essential to my trading
decisions. CSI/UA has all cash except OJ and > Rice. I have
come to the conclusion that Reuters and MetaStock aren't really >
interested in supporting future's traders. (Wouldn't it really be great if
> you could do a System Test in MS using dollar amounts instead of
"points." > That way you could span multiple commodities and get
similar results with > stops, profit objectives, etc. This could
very easily be done with tabular > point to dollar conversions.)>
> Regarding continuous contracts. I personally don't use them for
technical > back testing because there is no "good" way to handle the
gaps. CSI/UA > doesn't have gaps but gives several options of when
to switch from contract > to contract, and how to do it. I use the
continuous charts solely for > viewing price ranges and trends. My
preferred method for back testing is to > choose a contract month and
then test all of those for a one year period of > time prior to their
expiration month. I have commodity data contracts in > separate
folders for each month (all March wheat, all May wheat, etc.) going >
back for more than 20 years. It is my opinion that a particular contract
> (July, September, etc.) has it's own "personality" and seasonal
tendencies, > including financial markets and prefer to not mix up the
different contract > months because of it.> > It is my
opinion that both Reuters and MetaStock are very weak when it comes > to
supporting future's.> > Jay
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