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There is a problem with this idea however! Some markets (maybe not the ones
you trade) will actually go negative in value and so it would blow
backtesting. This is one but not all of the reasons I use the Perp. Data.
Mark
>What I'm saying is if I had traded the backtested system in real time
during the backtest period, my results would exactly match backtesting,
except for slippage and error in exection.
> Scott Hoffman
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