I do all my testing on continuous futures contracts that l create using the TickWrite software provided by tickdata.com.
Here are the settings l use: Output Contract: Front Roll Method: AutoRoll Adjust Type: Backwards Regards Tom --- In [email protected], "j.mann000" <[EMAIL PROTECTED]> wrote: > > > --- In [email protected], "alphascope88" <alphascope88@> > wrote: > > > > --- In [email protected], "j.mann000" <j.mann000@> wrote: > > > > > > Does anyone have a data vendor that supplies enough historical > > > intraday data to build a trading system? I am using E-signal but > they > > > only provide 120 days. > > > > > > Any recommendations on where to get a good database? > > > > > > Thank you, > > > > > > Joe > > > > > > > Hi joe > > > > I use futures tick data from tickdata.com. You can configure the > data > > any way you want to create continous contracts suitable for > > backtesting a trading system > > > > > > Best regards > > > > Tom > > > Thanks very much, that's just what I was looking for. > > Is there a way you like to adjust the contract rolls without > invalidating your indicators? > > Best, > > Joe >
