Re: How do I actually trade a mechanical system over real contracts ?

[". ." <kinnay1@xxxxxxxxxxx>]

Thanks to all who have replied to my questions.

I think I understand a bit more now, however, a practical example of a real 
situation would be most welcome.

If there is a private trader or a system trader from a broking company like 
TradeCenter or Striker out there who has had to deal with this situation 
(trading a longer-term system with signal entry and exit spanning 2 
contracts), could they please post the relevant contract data together with 
their signals and rollover.

I realise this is an imposition, but I think it will be very useful for many 
beginners like myself.

Thanks again,

yc



>
>Greetings,
>
>This is a question to those that ACTUALLY TRADE MECHANICAL SYSTEMS IN REAL
>LIFE!
>
>I have studied technical analysis, got software, got historical
>back-adjusted futures data, tested systems, thought about money
management,
>etc. etc...
>
>Now, how do I actually trade a mechanical trading system over real
>limited-life futures contracts ???
>
>If I have various indicators that require certain number of daily bars to
>analyze, what do I do when a contract approaches expiration ?
>
>Which contract data do I use to get a signal - the old or the new one ?
>
>What happens at the cutover to the new contract ?
>
>I have not found anything in literature that clearly explains this.
>
>Any explanation or link to an explanation would be greatlely appreciated.
>
>
>Thanks,
>
>yc
>