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> Thats exactly the problem, Gary. While the indicators get enough
> data to spin up, I get the reading slightly off as compared to
> continuous contract.
That's one of the headaches of trading futures. You could use
something like HistoryCentre to pre-load your new front contract with
adjusted data from the previous contract, so you have a smooth
transition with plenty of spin-up time at the start of the contract.
That way you're effectively trading continuous data, and your results
should match the tests you do on your continuous contract.
> Also, it gives different figures if I want to see the P/L in %age
> rather than dollars because the whole data series is adjusted. This
> will possibly affect the drawdown %age figure as well but I dont
> know for sure.
As Thomas Stridsman will tell you, TS doesn't handle % values for
drawdowns &etc very well. I think you're stuck with pulling the data
out and analyzing it in Excel or something.
Gary
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