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<DIV><FONT color=#000000 size=2>Does anyone have the open, high, low and close
figures for the DJIA going back to the crash of 1929? This will be used in
SuperCharts 4.0.</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT> </DIV>
<DIV><FONT color=#000000 size=2>Thanks</FONT></DIV>
<DIV><FONT color=#000000 size=2>Steve</FONT></DIV></BODY></HTML>
</x-html>From ???@??? Mon Feb 09 14:17:33 1998
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To: Omega Mailing List <omega-list@xxxxxxxxxxxxxxx>
Subject: Re: Continuous Futures Contracts
Date: Mon, 09 Feb 98 15:09:11 -0500
From: Scientific Approaches <sci@xxxxxxxxxx>
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Status:
Tom Pedersen wrote:
> I agree with your statement. I was referring to system
> backtesting and dealing with the gaps in unadjusted
> continuous contract data. Your com. does bring to mind
> one thought regarding systems though. Often when rolling
> a position to another month, I would wait for a better price
> knowing that other positions were doing the same, creating
> some additional position volume, biasing the price for that
> transition time. Since every roll position is really a "new"
> position, I would second guess with frequent success, when
> to re-enter. Wonder if anyone has made and tested a system to
> take this potential advantage into account.
Sometimes it is possible to gain a few points when rolling, but that depends
on chance or an ability to predict there will be a better entry price later
in time. That is not something that can be back-tested without precisely
defining the rules that would be followed.
-Bob Brickey
Scientific Approaches
sci@xxxxxxxxxx
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