[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: More on perpetual data



PureBytes Links

Trading Reference Links

> 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

just run it in data one and deduct for roll overs.  same thing.  mb