|
PureBytes Links
Trading Reference Links
|
At 12:56 AM -0400 6/14/99, Jim Allen wrote:
>>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*.
At 4:27 AM -0400 6/14/99, The Omega Man wrote:
>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.
This works only if you make sure that any functions used in your trading
system that refer to days in the past, (such as a 14 day moving average),
are initialized properly for the data stream that you are switching to.
You have to make sure that these are not using some prices from data1 and
some from data2, etc.
Bob Fulks
|