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Traderware data - accurate backtesting



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Mark wrote:
>tell me how any other method can reflect the actual market more accurately?

How about the actual contracts that really get traded? You can even do it
in TS4 for another few months by just splicing together active contracts to
make your own continuous (discontinuous!) contract, and simulate any
rollovers with the appropriate entries and exits. Admittedly somewhat of a
hassle, but isn't this just about as realistic as you can get???

If you need something to warm up the indicators on, why not use a perpetual
or other continuous contract as data2. Or the nasdaq composite for that
matter.

Dale wrote:
>never understood why you would not generate the signals based on behviour of 
>the PERP contract and take them on the active actual contract to generate 
>your stats . Seems like the best of both worlds. Am i missing something ??
>

I must be missing the same thing!!! But am looking forward to Traderware at
any rate.

Carry on...
Phil