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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: Brian Hornby who wrote (17164)3/2/1999 8:26:00 AM
From: Patrick Slevin   of 44573
 
By the way, if I recall correctly Cook told me that there was a way to adjust Profit for the rolls.

I recall looking into it and I did not care for the results but it may work for you as you are not trying to hit it dead nuts for the most part. I believe the method was to set Profit to "phase in" the next contract by incrementally increasing the value of the current front month. Something along those lines anyway.
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