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I know that TS cannot handle it, but there are other system testing
programs around, like Trading Recipes which I am waiting for information
about.
Can any of these handle actual prices and a roll-over algorithm, like
roll
over on the 25th prior to the delivery month, or when the volume or OI
of
the near month goes below the following delivery month. I wouldn't
think
that would be too hard to program.
Jim Allen
Robyn Greene wrote:
> Somebody else named Jim wrote:
>
> > Why would anyone want to construct a perpetual contract?...
>
> One reason to construct a continuous contract is for long term
charting
> purposes. Robyn
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