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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Brian Hornby who wrote (17352)	3/3/1999 8:48:00 AM
From: Patrick Slevin	Respond to of 44573

I'll hazard a guess that the Continuous from MarketSource may be just that they string the contracts together and do not smooth it. One has to remember that people who use this data are not primarily ANN users and so a provider may not expend the time to adjust the data. On the other hand, if they do adjust then it's just a question of backing up and re-loading the entire series four times a year. I had a problem with Reuter's Continuous and so I coupled Reuters data with Pinnacle. Reuters may be fine, now, I don't know. Reuters still fouls me up once in a while because often they "change" prior data and so my models will leak or at least appear to. The only problem that I have with Pinnacle is from start to finish is quite a lot of machine time. I forget what the chip in this Solo notebook is, but it is fairly high end. Yet it takes perhaps 15 or 20 minutes to build the data for use in Profit. I do not have to do anything of course, the machine just cranks away. Still in all it would be a much larger hassle to adjust all the data myself every time the front rolled.