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> I would like to ask those that have been trading futures for a while
> the following:
>
> * how do you actually choose which contract to trade when you initiate
> a trade
>
Usually the one with the most volume. Unless you are going for a
very long term trade. Then something further out.
> * how do you handle the rollover of contracts
>
On daily data I use Genesis Data which has a 9967 contract that is
continuous for back testing. On intraday I don't roll over contracts.
I just leave them running for several months before they become
the lead month.
> * how do you choose which contract feeds into your system to give you
> signals
>
That would be the contract you want to trade. See first paragraph.
Usually the one with the most liquidity.
> * what sort of data do you test your system on (in Tradestation)
>
Usually the benchmark is to use enough data to give you 30
trades. If 30 trades tells you it won't work, then it won't work.
bob
>
> Any and all replies would be greatly appreciated, please feel free to
> bore me with details.
>
>
>
> Regards
>
>
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