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If you are going to test out a system doesn't it make sense to mirror
market conditions
as much as possible? So wouldn't a rollover routine in the software make
sense?
RM
At 04:32 PM 7/22/98 -0100, steven poser wrote:
>That is absolutely true for markets where that makes sense such as stock
>indices or currencies. For things like interest rate futures or some
>commodity markets, that is not so easy. And, if you are working on a
>futures trading system, then you need to test on futures.
>
>Visavis wrote:
>>
>> In my opinion, if only I would like to see how my SYSTEM works, I
>> would prefer to use stocks data rather than artificially adjusted
>> (forward/back). Nothing works better than genuine natural prices data.
>> If you like to test it on trending or volatile or high volatile
>> markets then choose it thru thousands of stocks available. Why waste
>> the time on seeing whose better, forward or back adjusted or
>> perpetual?
>>
>> Correct me if I am wrong.
>
>
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