Page 1 of 1
Data tools to build continuous futures eod data?
Posted: Mon Oct 18, 2004 3:16 pm
by isaac000
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!
Posted: Mon Oct 18, 2004 3:52 pm
by Tulip
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.
Posted: Mon Oct 18, 2004 4:45 pm
by isaac000
Tulip wrote: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 with suggestions?
Posted: Mon Oct 18, 2004 8:19 pm
by d-g
You will find that most back adjusting software works this way, in conjunction with specific data vendor products... that is normally part of what people pay for, the flexibility in back adjustment methods, etc.
Posted: Mon Oct 18, 2004 8:57 pm
by Roger Rines
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 ... 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 see the software gets to you before the week is done.
Posted: Mon Oct 18, 2004 9:47 pm
by isaac000
Roger Rines wrote: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 ... 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 see the software gets to you before the week is done.
Thanks Roger! This looks like exactly what I need. I went through the help file, and sent an e-mail to Larry. I will test it as soon as I get the software, then report my experience on the forum.
dmaxx
Posted: Tue Oct 19, 2004 12:22 pm
by Ragnar D.
Re: dmaxx
Posted: Wed Oct 20, 2004 2:25 pm
by isaac000
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 it costs on their web site. but it won't be cheap. Maybe I am missing something?
Isaac
Posted: Mon Nov 12, 2007 2:57 am
by AFJ Garner
http://www.megapathdsl.net/~rdrines/dmw ... wanted.htm
Roger, this link no longer works. Is there an alternative?
Posted: Mon Nov 12, 2007 8:11 am
by Roger Rines
Our beta phase is done, but I'll still make it available. Just send me an email through the PM and I'll send the installer back to the address you provide.
This program's installer file size, most of which is the Help file, is about 1.6 MB, so be sure the address you provide can take that size, or tell me it can't and I'll find the time to put it some place where you can download it.
Will this work?