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Re: [RT] Continuous Contracts ...



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Earl

I wonder if you would be so kind as to let me know your source of unadjusted contracts and whether the data would be able to go straight into SuperCharts Real Time?   As you may realize, I am not a computer buff by any means, but what I am looking for is continuous contracts for the bonds and spoo, which I cannot do from DBC, whose satellite feed I have.

If you could help, I would be very grateful

Happy Christmas

Bill Eykyn


----- Original Message ----- 
From: "Earl Adamy" <eadamy@xxxxxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Wednesday, December 13, 2000 1:56 AM
Subject: Re: [RT] Continuous Contracts ...


> Perhaps you are referring to adjusted (forward, backward, perpetual)
> continuous contracts. I use continuous unadjusted contracts for all of my
> work in order to preserve the original price support and resistance points
> while having the benefit of historical data. Where the gap presents a
> problem in making near term trading decisions, I simply refer to the history
> of the current contract.
> 
> Earl
> 
> ----- Original Message -----
> From: "Steve Karnish" <kernish@xxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxx>
> Sent: Thursday, December 07, 2000 10:29 PM
> Subject: Re: [RT] Continuous Contracts ...
> 
> 
> > Andrew,
> >
> > Your message was lost for a few weeks.  I'm sorry, but, I find continuous
> > contracts rather worthless.  The subject came up in conversation last
> night.
> > I have always felt that the only way to trade or run historical analysis
> is
> > with the lead contract.  I don't even build continuous contracts.
> >
> > Take  care,
> >
> > Steve Karnish
> > Cedar Creek Trading
> > http://www.cedarcreektrading.com
> > ----- Original Message -----
> > From: Andrew Peskin <Andrew@xxxxxxxxx>
> > To: <kernish@xxxxxxxxxxxx>
> > Sent: Tuesday, November 28, 2000 12:43 PM
> > Subject: [RT] Continuous Contracts ...
> >
> >
> > > I have been working on a small application to build continuous contracts
> > > and wanted a little peer review.  I am attaching a contract for the
> > > Swiss franc with this message.  I have zipped (about 128 K) it as not to
> > > take up too much bandwidth.  I was hoping that some of you could run
> > > your systems on this data series and then on your own Swiss Franc data
> > > series and see if any discrepancies arise.  If any obvious errors are
> > > present in my data, please let me know.  If you are interested, I have
> > > zipped files for US Bonds, Gold, and Cotton as well (email me if you
> > > want me to send them to you directly).
> > >
> > > The reason I wrote this was so I could test and trade on the same data.
> > > I now have the ability to create a new continuous contract daily, with
> > > the proper alignment and naming conventions for the actual contract
> > > which orders are being executed on.  I was a little surprised to see the
> > > magnitude of differences between different continuous contracts floating
> > > around out there and wanted to create a standardized method for data
> > > maintenance.
> > >
> > > I encourage and welcome all feedback.  Looking forward to hearing back
> > > from you soon.
> > >
> > > Best regards,
> > >
> > > Andrew
> > >
> > >
> > > To unsubscribe from this group, send an email to:
> > > realtraders-unsubscribe@xxxxxxxxxxx
> > >
> > >
> > >
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > realtraders-unsubscribe@xxxxxxxxxxx
> >
> >
> >
> >
> 
> 
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> 
> 

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