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Eduardo:
You already have the correct solution to your own question.
Use ASCII format and the negative number plot fine.
You MAY eliminate the negative numbers :
1) In CSI, Edit portfolio setting
2) select Back Adjusting tab
3) select "Add a fixed amount to make non-negative" in the "Raise
Negative Series" section.
This will work for back testing, just remember not to trade that
data file.
You can also use Forward adjusting for back testing.
It should produce same results --no bar distortion.
If the shape of the bars do not matter for your system, Ratio
Adjusted Data (RAD) or Perpetual Contracts will both eliminate
the negative numbers.
Leslie
Eduardo J Motta wrote:
>
> Dear List.
>
> I use CSI data for back adjusted data.
>
> More specifically I'm trying to plot CSI oil data (CL- light Crude) back to
> 1980.
>
> The back adjusted method I'm currently testing with oil generates negative
> numbers (due to backwardation in oil),
> and when I import the data into TRAD 2000i, it only plot the positive
> numbers.
>
> My questions are the following:
>
> 1) What has been the best CSI settings for back adjust the CL contract. Does
> someone has any ideas?
>
> 2) If I stick with the method I'm using now, is there a way to make TS 2000i
> plot these negative values? (I'm importing
> the data in CSI format)
>
> Of course if I import the data as ASCII format TS2000i plot it negative
> numbers ok.
>
> Thanks in advance,
>
> Eduardo J Motta
--
Regards,
Leslie Walko
610-688-2442
--
"Life is a tragedy for those who feel, a comedy for those who
think"
Horace Walpole, 4th earl of Orford, in a letter dated about 1770
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