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Try using back-adjusted contracts - the results should be consistent.
-----Original Message-----
From: TCFRMR@xxxxxxx <TCFRMR@xxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: November 11, 1998 11:29 AM
Subject: Backtesting Perpetual Contracts
>I'm backtesting systems on CSI's 46 Series Perpetual Data and finding
>inconsistencies when I compare the results to actual futures contracts.
For
>example, a breakout stop using the low of 5 bars ago was hit on December
and
>March Swiss Franc contracts but not on the Perpetual Series. Obviously
this
>throws 10 years of backtesting into question.
>
>What types of historical data are best for longer-term trading? Is there a
>more reliable method of backtesting that anyone out there is using?
>
>Thanks,
>Susan Russell
>
>
>
>
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