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!
Data tools to build continuous futures eod data?
I just called Pinnacle and was told Datamaker only works with their proprietary binary format data. But thanks anyway.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.
Anyone else with suggestions?
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- Roundtable Knight
- Posts: 2038
- Joined: Wed Oct 06, 2004 10:52 am
- Location: San Marcos, CA
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.
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.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.
Re: dmaxx
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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- Roundtable Knight
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- Location: London
- Contact:
http://www.megapathdsl.net/~rdrines/dmw ... wanted.htm
Roger, this link no longer works. Is there an alternative?
Roger, this link no longer works. Is there an alternative?
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- Roundtable Knight
- Posts: 2038
- Joined: Wed Oct 06, 2004 10:52 am
- Location: San Marcos, CA
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?
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?