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The trick is to simulate what YOU would do in actual trading.
Regards,
Yngvi
At 08:47 16.11.1998 EST, you wrote:
>In a message dated 11/16/98 1:34:35 AM Eastern Standard Time, simmons@xxxx
>tech.com.au writes:
>
>> I note Comex Gold does not really trade all monthly contracts and in
the
>> months that are traded strongly the volume dries up about a month before
the
>> contract expires.
>>
>> Which months are used to build a continious contract ?.
>> Also which is the best cash contract to follow?.
>>
>
>With CSI's Unfair Advantage you have several ways to build a continuous
>contract.
>
>When rolling from one contract to the next you can specify how that is done.
>Some of the choices include:
>
>- when heaviest open interest shifts
>- when heaviest volume shifts
>- when both open interest and volume shifts
>- when either open interest or volume shifts
>- a specific day of the month
>- a day relative to month end
>
>
>Tim Stevenson
>
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