[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: TraderWare Wish List



PureBytes Links

Trading Reference Links

>Owen, I understand what you are talking about exactly.  That would be a
>useful feature for us futures traders definately.  I have taken the lead to
>have a Perpetual (trademark of CSI Data) real time intraday data series
>made.  This will be great for backtesting large data series of intra day
>futures contracts.  The roll is based on a weighted average that blends the
>existing data contract with the next further out.


I appreciate the thought, but Perpetual data isn't what I had in mind.
Just the real thing, as you'd see it in real time, but switching the
software's
attention from one contract to the next as I transfer mine here in the
real world.  When one contract ceases to be the most active, or gets too
close to expiration for my comfort, I move to the next one and recalculate
whatever indicators are of interest (position trading, obviously) using
however many back days I need from the new contract.  Perpetual data
doesn't really quite do it for me.

Owen Davies