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I want to create a continuos chart of 60min SP data going back as far as TS4
will let me for the purposes of testing some systems. What is the best
way of doing this? My only thought at the moment is to extract to Excel
and adjust the data at each rollover date and then re-import back into TS
I.e. assume rollover date is March 18 then take the difference between the
March contract and the June contract on that date (say 2500 points) and
adding 2500 to each O/H/L/C in the march contract. Then doing the same
adjustment between march and dec (which would be a difference of 2500 plus
whatever the difference between march and dec). Am I on the right lines
here or am I being over-simplistic? Any and all guidance would be
gratefully received.
Many thanks
Philip
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