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Jon.
It is a feature that I would love to see included, real rollovers on
futures. I believe we will add something once we offer our own EOD data,
because then it is easier to determine the rollover data and the
contract names. Having said this there is a good amount of information
on this site:
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=Articles.ht
m
and when I read about this little tool that user wrote I thought it
could be used for something that you mentioned (not sure)
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=articles/Au
toRun.htm. Let me know if this or a similar tool would do the trick or
if we have to wait a bit longer.
Regards.
Volker
||-----Ursprüngliche Nachricht-----
||Von: jon [mailto:jonmac@xxxxxxxxxxx]
||Gesendet: Friday, October 17, 2003 1:00 AM
||An: omega
||Betreff: system testing over multiple contracts - same market
||
||Hi there
||
||Can Wealth-Lab run a system over a basket of contracts (a history of
||contracts in the same market. IE: each system pass requiring different
||begin/end dates), in the same way that it can run a system over a
||basket of stock/futures all with the same begin/end date ?
||
||Just thinking that instead of testing on abstracted continuous
||contracts, it might be good to run a system over the specific
||contracts.
||
||--
||Best regards,
|| jon mailto:jonmac@xxxxxxxxxxx
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