Traders' Roundtable

A question. As to your experience which type of data series is it better to use in order to obtain better results in real trading?
We know that now there are various data providers (csi, pinnacle..) that give the possibility to link historical series of future contracts with different methods (nearest contract, back adjusted, % adjusted, perpetual); And performance changes a lot for some instruments by using a method instead of another one.
Wht do you suggest to use in order to obtain more real performances?


Regards
Alcontes

Most testing platforms take continuous back adjusted data.

The next question is how to roll such data (open interest, volume, date based, multiple triggers) to best replicate what you can trade in reality.

It really doesn't matter what produces the "best" numerical results, it matters what procudes the best results THAT YOU CAN TRADE IN REALITY.