[off topic] Pb with backadjustement on ED

["Maxime" <the.crocs@xxxxxxxxxx>]

Hello all,

I use TS with CSI Unfair Advantage for end of day futures.

I have a problem with generating back adjusted contracts (rolling on switch
open interest, close to close, when known). Backtesting is OK because CSI
creates ASCII files that do not change traded months again once it has been
done. But for RT trading, the front month (on ED or FSS) switches for
exemple from H to Z then back to M and then to Z again before going back to
M.

It is really annoying as:

1) I have to roll everyday (or so) the position

2) Some positions that I have disappear the next day (or the inverse, a
position appears...)

3) I cannot trust my systems on these 2 markets: ED, FSS


I have no problem at all on all other futures that I trade (about 50
futures).

Have contacted CSI, the answer was "DL from the site the database for these
commodities". Been there, done that, useless.

I know lots of you active traders use CSI and TS. How do you manage this
kind of BA problems with CSI ?

Thanks in advance.

Good trading.


Maxime