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