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GOOD QUESTION!!!!
In everything I learned (which may not be enough), data of "adjusted"
continuous contracts, by their very nature, are flawed.
One, why not just use the same-month contract if your trading is that long
term (a Gann idea)?
Two, again for "long-term" positions, why not just "roll over" to the next
month and adjust the entry price instead of the whole data base?
----- Original Message -----
From: "carrslem" <carrslem@xxxxxxx>
To: "MATHHEW VON" <matthewvon@xxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Friday, April 12, 2002 13:59
Subject: Re: Why Continous contract software
> For what purpose is "continuous contract" data used? And what form is
used
> (ASCII for example)?
>
> Carroll
>
> ----- Original Message -----
> From: "MATHHEW VON" <matthewvon@xxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Friday, April 12, 2002 7:49 AM
> Subject: Continous contract software
>
>
> > Can anyone suggest software that will backadjust contracts for intraday
> data
> > to create a continous intraday contract e.g., 5min continous contract
for
> > the sp's starting e.g. on mar 1997 to current contract?
> >
> > Matthew Von
> >
>
>
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