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Never understood why anyone would backtest anything on a perpetual
contract, There is no such thing in the real world, why fool around with
something that will always remain hypothetical. When I test a new idea in
the S&P, I go back contract by contract to 1992. Results from a continuous
contract would have no meaning for me since one can never trade it.
The bar limit inherent in TS 4.0 isn't important either, unless you are
looking at a one minute chart for an entire contract.
Don't fool yourself. Results from a perpetual contract "might" give you a
notion as to whether or not a system or methodology might work...but the
proof lies with real data on real contracts...not someone's idea of
stringing together fake numbers.
IMHO.
Jim
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