Search found 4 matches

by isaac000
Wed Oct 20, 2004 2:25 pm
Forum: Testing and Simulation
Topic: Data tools to build continuous futures eod data?
Replies: 9
Views: 9223

Re: dmaxx

http://www.dmaxx.com/TheBooks/DataManager.htm Hope this helps. Thanks for the info Ragner. But the web site says TheBooks is designed for CTA with managed accounts or CPO. It's based on MS SQL Server which indicates a big application with big cost associated with it. However I didn't see how much i...
by isaac000
Mon Oct 18, 2004 9:47 pm
Forum: Testing and Simulation
Topic: Data tools to build continuous futures eod data?
Replies: 9
Views: 9223

isaac000, Take a look at this page and download the Help file to see if it is what you want to do: http://www.megapathdsl.net/~rdrines/dmw/testers_wanted.htm If you decide this is right for you, use the email link on that page and send your email information. When your information is forward I'll s...
by isaac000
Mon Oct 18, 2004 4:45 pm
Forum: Testing and Simulation
Topic: Data tools to build continuous futures eod data?
Replies: 9
Views: 9223

Pinnacle has a product call DataMaker that handle this stuff, but Im not certain if it's available to non-data subscribers. You might contact them to get more info. I just called Pinnacle and was told Datamaker only works with their proprietary binary format data. But thanks anyway. Anyone else wit...
by isaac000
Mon Oct 18, 2004 3:16 pm
Forum: Testing and Simulation
Topic: Data tools to build continuous futures eod data?
Replies: 9
Views: 9223

Data tools to build continuous futures eod data?

Hi all,

I am new to testing trading strategies. I have daily futures ascii data like CL04H, CL04M, CL04U,.....etc. Can anyone tell me where I can find a program to link them together and make a continuous contract? Back-adjusted method is preferred.

Thanks in advance!