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>But it's not the way I trade, and I want my back-testing to model real life
as closely as possible
then one day you will "if" your lucky be open minded enough to dismiss what
you have read in some magazine or book about perp data and see the light.
> Beyond that, although I have not tested it myself, I understand that
back-testing on Perpetual Data tends to give results about 25 percent more
favorable than similar tests on unadjusted contracts.
enough said you have not done your home work i have and what you say is the
FURTHEST from the truth perp data is flat it is harder to make a profitable
system! if you have a system that makes money on perp data then you have
something.
tell me how any other method can reflect the actual market more accurately?
do the home work and get back, and i dont mean read (some loosers) swaggerts
comments in some magazine.
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