|
PureBytes Links
Trading Reference Links
|
Volker,
What do you think of a system that _does not_ carry a position into
the next day? Wouldn't this make continuous contracts unnecessary?
After all, you are searching for patterns each day, within the day.
You could still backtest such a system and with 23,400 seconds in a
trading day you should have plenty of ticks to test on. You could
also backtest going back as long as you like to see if the patterns
hold from one day to the next.
Joel
On Jul 11, 2005, at 1:44 PM, Volker wrote:
WE did some thinking about it, even thou that was on EOD data. The
conclusion was that the indicators need to be calculated on continuous
contracts and the signals need to be applied to none adjusted data.
--
http://wagerlabs.com/uptick
|