Search found 5 matches

by Emptor
Mon May 10, 2010 7:03 pm
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 24426

That's an extremely indepth answer, ill suited to 10pm and my second glass of red when I originally read it. In the sober light of this morning it makes a lot of sense however, and moreover forces me to actually think about the mechanics of what is occurring. I am in your debt once more. Cheers, Emp...
by Emptor
Tue May 04, 2010 7:54 pm
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 24426

So am I correct in understanding that the volume pattern is an artifact from the blending of data from the old unleaded contract into the new RBOB symbol in this instance?

That being the case would the correct response to be to simply leave it as such?
by Emptor
Mon May 03, 2010 1:36 am
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 24426

Hi guys, I've just gone through just about every roll option the CSI platform offers for Cocoa (Open, Open and volume, specific date, uncluding the suggested date from Pinnacle) and they all share the common trait of having the abnormal volumes in 2007 as indicated by the chart I've posted. I've tri...
by Emptor
Mon May 03, 2010 12:03 am
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 24426

Just wanted to quickly thank everyone for their responses, threw a great deal of light on the subject for me.

At risk of gushing, the concentration of knowledge and talent on this forum, as well as its spirit of sharing and helping, really is a marvel.

Many thanks,
Emptor.
by Emptor
Fri Apr 30, 2010 2:29 am
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 24426

Hi all, feel like a shmuck posting my virgin post amongst a lineup of the veterans, but this is a topic I'm currently grappling with as a new user of TB/CSI. Most CSI contracts seem to backadjust nicely but there's a few that exhibit historical patches of ugliness that looks to be caused by rollover...