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Re: Continuous contracts



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> I was wondering if one
> could set up two data streams in TS, say data1 is Ratio adjusted and
> data2 is back-adjusted. Everything is run on data1 and the trades are
> executed on data2, which preserves price differences. Would this work?

TS only does trades on data1 so reverse those and it should work fine.
Do the calcs on data2 and have it buy/sell data1.

data1 back adjusted
data2 ratio adjusted

if close(data2) > foo then buy on close;

-- 
  Dennis