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johnkillmer  
#1 Posted : Friday, July 22, 2005 8:30:14 PM(UTC)
johnkillmer

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 7/14/2005(UTC)
Posts: 7

Hello, I was wondering if it is possible to write a system test that will simulate trading in a specific contract month. Then based on a parameter I specify, (volume, first trade date, last notice date, for example) it would stop trading in that contract and establish the same position in a forward contract. We use eSignal for our data provider and they can provide us with data for individual contracts. I’ve written a system test that runs against multiple contract months but it runs separate simulations for each contract. I don't want to combine the different contracts into one data file because I need the symbols to be unique for each contract. Thanks for the help John
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