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re: Re: Data Patching


  • To: ron prince <omega-list@xxxxxxxxxx>
  • Subject: re: Re: Data Patching
  • From: "Gerrit Jacobsen" <jrt@xxxxxxxxxx>
  • Date: Thu, 10 Jun 1999 08:54:04 -0400 (EDT)
  • In-reply-to: <199906101238.FAA01798@xxxxxxxxxxxxxx>

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Ron,

> Thanks for the help
> Wouldn't I need to adjust the price somewhwere ?????

There is no fool-proof method to create perpetual contracts. This 
method simply patches the data.

Alternatively you can work with multiple data windows where you 
load all the contracts and create a "perpetual contract" via a
function with your preferred adjustment method.

Gerrit Jacobsen


> 
> 
> > ** Original Subject: Re: Data Patching
> > ** Original Sender: "Gerrit Jacobsen" <jrt@xxxxxxxxxx>
> > ** Original Date: Thu, 10 Jun 1999 13:15:56 +0100
> 
> > ** Original Message follows... 
> 
> >
> > Ron,
> > 
> > > Can anyone explain how to patch  a June contract to a Sept contract
> > > so all my indicators don't disappear.  ????
> > /////////////////////SNIP///////////////////////////////////////
> 
> 
>