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On Fri, 29 May 1998 19:16:31 -0600 "Earl Adamy" <eadamy@xxxxxxxxxx>
writes:
>
>If you are using back adjusted CC's then the current contract is
>priced to
>market ...
<snip>
>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
>
Are you saying that if all testing is done on back adjusted continous
contracts, when trading the real deal you should then only take entry /
exit signals from back adjusted CC's? This is preferable to taking
signals from individual contracts, since individual contracts were not
used in the back testing?
Thanks again.
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