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In answer to your question you can try using continuous contract data that is
adjusted backwards. This will help you do what you want. Analyze long tern
trends. However realize that using this type of data has its limitations. One
is it will not show trades closed out for profit or loss when a rollover
occcurs. Applying it to a trading system will not give you accurate results
for the reasons i mentioned above.
Hope it helps,
Richard J. Chehovin
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Date: Thu, 18 Dec 1997 18:23:57 -0800
Reply-To: kalalex@xxxxxxxxxxxxx
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From: "kevin shin" <kalalex@xxxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Subject: Gen: some basic question
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I use Tradestaion RT for charting to trade only futures and futures options
and confronting this problem.
When I put a symbol in the symbol portfolio and download all the historical
data I can get from Dialdata,,,(or whatever the data vendor) there isn't
much historical data going back,,,,example for SP8H,,,,,only goes a few
months back to,,,,,for daily bars.
With this much information on any contract,,,,how can any one analyze long
term trend,,such as monthly,,or weekly??
I know for a futures contract, there isn't much activity if you go back
far,,,,,then how do you guys base your long term analysis??
I'm not sure if I made myself clear,,,but any one understood the problem,,,
please post the answer on the group,,,,,(I'm sure there's someone else with
same problem here,,,who just started using any charting software) or If you
want to know more about the problem,,,,you could email me privately...
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