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> >Owen Davies
>
> I did just that. mb says you can get better results taking signals from
the perpetual contract.
no i didnt say you could get better results! where did i ever say that! in
fact i said if you have a system that holds up with perp data then you have
something because it is much harder to make a system work on this type of
data. it is a wake up call. if your system works on this data then it will
surely do better trading real time and you wont fool yourself!
> I discovered that taking signals from the perpetual series was
significantly worse than just a back-adjusted front month series.
yes and so that is good, besides see the perp data is flat and so a breakout
type system will do the worst on a perp series than any, because its flat.
however a i am a counter trend trader and so i find many times the slippage
is working for me and not against me.
thank you for the test. and i hope that you understand that i wanted to use
perp data because it makes a system look more honest. mb
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