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Nope. You can do your calcs on any DataX you want and you can plot an
indicator of any DataX but, in systems, you can only **TRADE** Data1.
This has been a long-standing complaint of many of us and was supposed
to be fixed in TS2K.
My suggestion for long-term backtests: do your calcs on whatever data
works best for you - individual contracts, perpetual data, back-adjusted
data, whatever - but use a back-adjusted contract as Data1 and do the
trades on that one. That will give the same P/L numbers as trading the
individual contacts. Of course, that's assuming that you always trade
the front month in real life.
Omega-expert 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.
--
Dennis
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