CSI Back Adjuster

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.
Post Reply
Roundtable Fellow
Roundtable Fellow
Posts: 50
Joined: Wed Aug 27, 2003 4:09 pm
Location: Washington

CSI Back Adjuster

Post by cbrenner » Wed Sep 03, 2003 7:50 pm

For those of you who use CSI Unfair Advantage and their back adjuster, I am curious as to how you set up your preferences for back adjusting. I am also curious as to why you chose these particular preferences.

I've read over CSI's help files for the back adjuster. Unfortunately, there is very little rationale for why you might choose one option over another. They leave it to you to try to decipher things and determine the consequences of your choices.

I have listed below (and included in an attachment) the various choices provided in the CSI back adjuster.

Thanks in advance for your insights.



Roll Trigger
Open Interest
Open Interest and Volume
Open Interest or Volume
Roll by days before expiration

Generate Forward (what is this one?)

Roll Timing
Aligned with Price Data
When Known

Representative Pricing
Close old contract, close new contract
Open old contract, open new contract
Close old contract, open new contract
Close - open with old gap reintroduced
Close - open with new gap reintroduced (preferred by CSI)

Accumulation Method (or Adjustment Method)
Back adjusted
Forward adjusted
Proportional adjusted

Confirmation Signals
Roll on First Trigger
Roll on Second Consecutive Trigger
Roll on Third Consecutive Trigger - same as above, on third time
Roll on Fourth Consecutive Trigger - same as above, on fourth time.

No detrending
2nd Day
2nd Contract

In the "Edit Portfolio" in the "Back Adjusting" tab
Raise Negative Series
Use only the C++ back adjuster
CSI Screen.doc
(33 KiB) Downloaded 423 times

Roundtable Knight
Roundtable Knight
Posts: 101
Joined: Mon Apr 28, 2003 11:07 am
Location: Zimbabwe

Post by Bondtrader » Wed Sep 03, 2003 9:12 pm

Here is one that I found on the net awhile ago. Slide the slider on the right until you see the colors.

http://traderclub.com/discus/messages/1 ... #POST11362

Contributing Member
Contributing Member
Posts: 9
Joined: Thu Jan 08, 2009 12:44 pm
Location: Toronto

Post by zumo » Tue Jan 27, 2009 9:47 pm

Hi Bondtrader, i realize ur reply was quite a while ago..however, am struggling with the same problem..i tried the link u had posted but that doesnt work anymore..any help with answering the questions to which you posted a reply would be greatly appreciated..


Post Reply