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I do all my testing on continuous futures contracts that l create
using the TickWrite software provided by tickdata.com.
Here are the settings l use:
Output Contract: Front
Roll Method: AutoRoll
Adjust Type: Backwards
Regards
Tom
--- In amibroker@xxxxxxxxxxxxxxx, "j.mann000" <j.mann000@xxx> wrote:
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "alphascope88" <alphascope88@>
> wrote:
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "j.mann000" <j.mann000@> wrote:
> > >
> > > Does anyone have a data vendor that supplies enough historical
> > > intraday data to build a trading system? I am using E-signal
but
> they
> > > only provide 120 days.
> > >
> > > Any recommendations on where to get a good database?
> > >
> > > Thank you,
> > >
> > > Joe
> > >
> >
> > Hi joe
> >
> > I use futures tick data from tickdata.com. You can configure
the
> data
> > any way you want to create continous contracts suitable for
> > backtesting a trading system
> >
> >
> > Best regards
> >
> > Tom
> >
> Thanks very much, that's just what I was looking for.
>
> Is there a way you like to adjust the contract rolls without
> invalidating your indicators?
>
> Best,
>
> Joe
>
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