|
PureBytes Links
Trading Reference Links
|
> My understanding is that TS/SC can be programmed to start trading on a
> certain day, and stop trading on another certain day thereafter, *for a
> particular contract*.
The only thing you'd need to do to have TS/SC do system testing with
multiple contracts (using specific rollover dates) is put all the contracts
into one chart - as Data1, Data2, Data3, etc. You would then write your
system so that it went from contract to contract (Data1 to Data2 to
Data3...), just as you want it to do in real life. This would be no big
deal in terms of the system development and would require no work on the
data. Also, it has the benefit of always using real prices.
The Omega Man
|