[amibroker] Backtesting for futures contracts

[MikAB <elmikamail-ab@xxxxxxxx>]

Hi All,

 

I have read the article "back-testing systems for futures contracts" but I still have a question.

My problem is the roll over management for futures contracts.

Whatever the roll method we use, there is a distortion in the price path.

One of the solution someone suggest me is to generate the trading signal on the distorted serie and to compute all statistics in % instead of $.

Is there an easy way to get a backtesting report in % instead of $?

 

If you have other suggestion, don't hesitate.

 

Many thanks for your help.

 

MikAB.

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