RE: [amibroker] backtesting contracts

[Terry]

Eric,   I assume you have continuous contract data already? If not you can use the index for daily tests. Note: for ER2 contracts, the $RUT index is quite close for the daily close, but it's way off on the open, based on recent samples.   You "might" be able to do the following, but I am not sure. Give it a try as it works in my futures testing code, but I have not tried to change values over time. You would probably need to put the futures values into an array or possibly into the custom backtester. Somehow I don't think the backtester will pick-up on these values changing over time.   ///////////////////////////////////////////////////////////////////// Futures values   if (StrLeft(Name(),2) == "ES") {PointValue = 50; TickSize = 0.25; MarginDeposit = 3938;} else if (Name()  == "SPX-CBOE-IND") {PointValue = 50; TickSize = 0.25; MarginDeposit = 3938;} else {PointValue = 1;   TickSize = 0.01; MarginDeposit = LastValue(C);} //let's stocks go thru (more or less)   /* What I would change above is add/substitute "if" tests for a DateNum() or Year() so: if (Year() < 1960) set those values; else if (Year() < 1970) set those values; etc. */   -- Terry   -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Jerry Laster Sent: Monday, October 23, 2006 14:49 To: amibroker@yahoogroups.com Subject: Re: [amibroker] backtesting contracts   Would testing SP-500 solve your problem? The patterns should match  (although not the values). Not sure about the point value changing though  (I only trade e-minis).     On Mon, 23 Oct 2006 15:50:01 -0400, eric paradis  <[EMAIL PROTECTED]> wrote:   > Can anyone explain how to backtest the S&P500 back to > 1950 using a continuous contract? > > It seems that the margin deposit and point values need > to be changed as the contract moves back in time. > > What can I do to solve this? > > Thanks, > > Eric __._,_.___ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Investment management software Investment property software Investment software Investment tracking software Return on investment software Your email settings: Individual Email|Traditional Change settings via the Web (Yahoo! ID required) Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe __,_._,___