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UA and how to create continuous contract questions



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Hello all;

Admittedly, I am only an occasional reader of this list so please forgive me
if this has been discussed to death already.

I recently purchased CSI's Unfair Advantage for the purpose of creating some
back-adjusted continuous contracts for back testing. I am a bit mystified at
all the choices for creating the contracts to use in TS 2000i.

For back adjusted contracts the choices are: Roll Trigger on the open
interest, volume, open interest AND volume, open interest OR volume, date (x
days from: start of month or the end of month, x months prior), or strictly
by days before expiration. Also, there are options for representative prices
and accumulation methods.

All that for only one tab option of 5 tabs. (The others being Individual
Futures Group, Nth Nearest, perpetual data, and Gann.

I presume that, to some extent, a person could end up finding that a system
might work with some (reasonable) methods of creating a back adjusted
contract and not with others. A kind of curve fitting maybe? In short, what
is reasonable and what isn't?

I'd like to hear your thoughts as to the advantages and disadvantages of the
available choices, as well as where one can get educated on the various
possibilities. (CSI had next to nothing to offer.) To date, I've read very
little on creating continuous contracts so any thoughts would be greatly
appreciated.

Thanks much,

Daniel Poiree
Bellingham WA