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Mark Brown commented:
>someday i will make a believer of all of you and show you that indeed you
>can trade a futures contract (and with better results) using signals
>generated from a perpetual data series (tm CSI). (etc.)
It's not that I don't believe it. I know of one successful trader who was
doing
just that, back when Perpetuals were new. But it's not the way I trade, and
I want my back-testing to model real life as closely as possible
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. Bad news if so, assuming you were
going to use Perpetuals, but not critical for me. When using Perpetual
Data,
there's no way to know how closely the results of any given test mirror what
would have been experienced in practice. That pretty much rules it out for
me.
Of course, if I ever get around to testing what would happen if trading from
signals based on Perpetual Contracts, I'll be glad to have that facility.
Owen Davies
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