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> I agree with Mark (big shock :-) and Tim that perpetual data may give
better signals and cleaner chart patterns. >
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Dennis, lets look at the closest thing to real data that a trader can have
to test over large data periods.
below you bought the perp data at 975.85 on that day the actual price was >
974.00
on the perp data you sodl back at 1114.00 and the real data you sold back
at >1111.80
ok 1114.00 - 975.85 = 138.15 this is the perp data diffrence
now 1111.80 - 974.00 = 137.80 this is the diffrence in the real data
pretty darn close when you consider THIS >>> i had to roll my trade and you
had to roll your trade and so we both rolled and we both lost or gained the
same amount of money (pretty close) but you didnt give my perp data a debit
to its profit in your example? why? i have to roll when i trade just like
you do. mb
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> Test 1: perpetual data
>
> 1/7/98 buy 975.85
> 4/8/98 exitlong 1114.00
> profit 138.15
> Test 4: real data - roll 1 month early to avoid volatility
>
> 1/7/98 buy DSP9H 974.00
> 2/11/98 exitlong DSP9H 1023.70
> 2/11/98 buy DSP9M 1034.40
> 4/8/98 exitlong DSP9M 1111.80
> profit 127.10
>
> --
> Dennis
>
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