SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Patrick Slevin who wrote (17878)3/7/1999 3:14:00 PM
From: Brian Hornby  Read Replies (2) of 44573
 
Patrick,

I went through the process of adjusting my continuous US and SP files back to before my out of sample test data, then re-evaluating. I added the difference to the prices to the before rollover data (1st of the month at expiration). I just uploaded the modified SP file to my web page and will upload the US one later. the SP now has one small loser, but actually has more profit than before adjustment. I now calculate $250/pt for the SP. The signals and timing did change, as you mentioned they might.

Thanks for pointing out the rollover issue to me. It looks like my provider simply appends new data to the file for rollover and does no adjustment. Once I have my contracts adjusted I can then just go through the exercise myself once every 3 months, though it is a bit of a pain.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News