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I have the CSI Unfair Advantage and it has a setting that allows you
to adjust the negative values of a data set to a positive for back testing.
However in my opinion the fantastic thing about Unfair Advantage is its
ability to make Perpetual Contracts, if adjusted correctly they will give
you the correct current prices and the historical highs and lows will be
very near to the exact high and lows "no matter how far back you go
on the contract". I have even been testing a perpetual real time add on
for TS that Rich Estrem and Myself have developed. It allows for the
automatic roll over of futures contracts. The catch is that while we are
able to produce this contact in real time forward. We have to build the
data historically, but once that is done the add on appends the real time
data to the historical that we have produced. Now why would someone
want to do this? Because: This allows you to (with great confidence)
back test a system on the very same data that you trade it on. In my
mind there is absolutely no substitute for this method of system trading.
It is very time consuming and expensive to do but so is faulty testing of
a system when applied to real money. To answer some inquires ahead
of time, if TS 5.0 ever comes out and we are satisfied with the security
features of it. The real time perpetual futures contract builder will be
offered to the public.
Mark Brown
Massimo Ciarafoni wrote:
> Many thanks to Maxime, Mark, Randy, Blaine and Lawson who took the time
> to answer my question.
> Yes TS can read negative values, it seems (i'm still waiting for the
> official answer from Csi) the problem I had was that negative values
> cannot be saved into Csi data format so if you are a Csi Unfair
> Advantage user and you deal with long backadjusted data files
> which could have negative values within, you should save them as ascii
> files.
>
> Best regards.
>
> Massimo.
> --
> " Self conquest is the greatest of all victories " - Plato
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