Data tools to build continuous futures eod data?

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isaac000
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Data tools to build continuous futures eod data?

Post 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!
Tulip
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Post 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.
isaac000
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Post 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?
d-g
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Post 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.
Roger Rines
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Post 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.
isaac000
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Post 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.
Ragnar D.
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dmaxx

Post by Ragnar D. »

isaac000
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Re: dmaxx

Post by isaac000 »

Ragnar D. wrote:http://www.dmaxx.com/TheBooks/DataManager.htm

Hope this helps.
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
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Post by AFJ Garner »

http://www.megapathdsl.net/~rdrines/dmw ... wanted.htm

Roger, this link no longer works. Is there an alternative?
Roger Rines
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Post 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?
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