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Ken,
> 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?
The rationale behind backward adjusting continous contracts is that there should then be
no difference between single contracts and the continous. Or at least no major
difference, providing you consider commissions and slippage for roll-over when
backtesting with continous.
I hope that if I'm wrong someone explains (again) the whole matter.
Alberto Torchio
Torino, Italy
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