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> Exactly my point. :-) If you use perpetual data as data 1 in a TS system,
the TS system report will give you my numbers. It won't include any roll
expenses because there are none in the data.
> Dennis
OK, I understand that now. it was just your demonstration might have been
viewed my some that I'm making 20 more points (or whatever) than you are.
when in fact I'm not, in actual trading I have the same cost and roll over
that you do and our data is almost identical even though mine is a perp data
series and yours is the actual price data. you have to admit its would seem
its better than many ways of building a continuous price data series for
testing?
mb
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