Rank: Newbie
Groups: Registered, Registered Users Joined: 3/5/2005(UTC) Posts: 9
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Hi,
I am using continuous contracts when I trade but I find that when I get a signal near expiration on a conitnuous contract and I check the next most actively traded specific contract and the signals usually do not correspond, particularly when using plug-ins. What do you other traders do when this situation arises? Are most of you guys using continuous contracts or specific? Any help, tips or advice would be appreciated.
Thanks.
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 1/19/2005(UTC) Posts: 1,065 Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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I use continuous back-adjusted (spliced for Oil contracts) charts for the T/A signals, and then carry these signals over to the actual contract chart.
I do this because often there isn't enough historical data in even the most actively traded specific contract, and this lack of data plays havoc with T/A.
jose '-)
http://www.metastocktools.com
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 8/22/2005(UTC) Posts: 30
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A good source of contiuously linked commodity contracts is:
Pinnacle Data Corporation
you can link the contracts together using the most recommended Reverse (Back) Adjusted Method, and also the Non-Adjusted Method, to see actual prices and by a Ratio Adjusted Method that never goes negative. The last feature is useful for very long term chart analysis.
http://www.pinnacledata.com/clc.html
(no affiliation)
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Rank: Newbie
Groups: Registered, Registered Users Joined: 3/5/2005(UTC) Posts: 9
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I am using Reuters Datalink end of day data. I have my charts set to roll over on expiration because this is the only option. Is there anyway to get the data to rollover on a special day?
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