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> you have to admit its would seem
> its better than many ways of building a continuous price data series for
> testing?
yup. perp data is great for generating signals. bringing it back to
TraderWare, it would be cool if you could have both perp and spread
adjusted data available. for a long backtest, tell it to calculate the
entry/exit signals on the perp data and calculate the p/l numbers from
the spread adjusted.
--
Dennis
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