TradingBlox Roll Over Specifications

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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Algonquin
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TradingBlox Roll Over Specifications

Post by Algonquin »

OK. So I searched the forum, using both the native search tool as well as Google, and was unable to locate a (the) post which specifies the roll over methodology used in calculating the sample data for TradingBlox. As I can only assume such a post exists, I was hoping a kind soul could point me to the information I seek. Many thanks.
dave3076
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Post by dave3076 »

i know theres a culture of letting people find out things for theirselves on this site, but dont you think thats a little too far. Hes not asking for anything other than a link so he can find out himself, and you`ve gone to all the trouble to google it, find it, add an attachment to tell him you`ve found it, and then patronise him by trying to teach him about google or implying sarcastically he never searched. Why didnt you just cut and paste the link! viewtopic.php?t=3005&highlight=rollover+sample+data
Tim Arnold
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Post by Tim Arnold »

Here is the screen shot from CSI that shows how we have setup the sample data. It uses Open Interest to roll, but also has a failsafe 7 days before expiration to handle markets like the currencies.
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csiRollover.gif
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Algonquin
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Post by Algonquin »

Thanks.
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