TraderWare - better backtesting for position traders.

[DDAAMMAADD@xxxxxxx]

Mark,
What do you think of using the following in TraderWare to make backtesting 
more closely approximate the real world for position traders:

Have TraderWare generate signals on continuous contracts that it adjusts & 
smoothes (user defines method and contract roll day) "on the fly" for the 
period to be backtested.  This would give the smooth data necessary to 
prevent false signals that might be generated from contract spread gaps at 
rollover.

Then execute trades at the tick level on continuous contracts that are joined 
without adjustment (user defines contract roll day).  Trades would reflect 
real prices.  Systems must then have code that include the necessary 
transactions to roll the position (user defines contract roll day), replete 
with slippage and commissions.

Use massaged data to run studies and signals, use actual price data to 
execute hypothetical trades, then account for positions held through a roll.

Just like we have to trade 'em in the real world....

Look forward to seeing your program, maybe beta-test if possible.
Regards,
Drew