Contract specifications on CSI
Posted: Mon Sep 17, 2007 7:36 am
Hi. I have a question regarding contract specification in CSI data for backtesting purposes, is it best to use the back adjusted option in CSI data settings or use nearest futures, or a different setting please? For example on back adjusted Crude Oil had a high of $98 a couple of months back but the real high of $80 was only achieved last week.
Therefore if you are using a long term trend filter then 1 option would give a long signal on the filter and the other would give a short signal so it's quite important.
Any comments on this subject would be appreciated please.
Therefore if you are using a long term trend filter then 1 option would give a long signal on the filter and the other would give a short signal so it's quite important.
Any comments on this subject would be appreciated please.