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Ken,
If you are using back adjusted CC's then the current contract is priced to
market while the current contract in forward adjusted CC's is not priced to
market since it is adjusted. I use Pinnacle's back adjusted data and import the
Ascii data directly into SuperCharts where I do my long and short term analysis
by flicking compression among Monthly, Weekly, and Daily. While the Pinnacle
software automatically performs the rollover, it provides an advance schedule
and a warning on the rolloever date. There are only two caveats: 1) rollover
will require shifting of trend lines and other handwork and 2) you may need the
previous/next contract data when holding a position through a rollover or
entering trades on the next contract in advance of rollover. The Extended
Contracts option provides price data on all currently trading contracts.
The rollover issue might be more a hassle for commodities which roll frequently
but it's narry an issue when trading commodities which roll quarterly.
Earl
-----Original Message-----
From: Ken A <ken.a1@xxxxxxxx>
To: realtraders@xxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxx>
Date: Friday, May 29, 1998 3:56 PM
Subject: FUTR: Continuous Contracts
>If your system's results are based on tests run on adjusted (merged)
>continuous contracts, when it comes time to trade the system for real, do
>you take signals from actual individual contract, or is it ever ok to
>take signals from the adjusted continuous contract? Obviously, the
>signals don't always agree. Any input would be appreciated.
>
>Thanks,
>
>Kenneth
>
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