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Old 09-17-2007, 10:21 PM
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Re: A Mechanical Strategy Journal
<<"I realize now that Tradestation continuous contract information is faulty." ?>>

If you run the same strategy on ES.D and ESZ07.D -- I get different entry prices. That is a problem. I think the solution is just to look at individual contracts and then link them geometrically.

I had heard recently that Tradestations continuous contract was no good -- now I have my own discovery to go with that so I am placing zero trust in it.

This only really pertains to strategies that use historical days for their inputs at contract crossover points (as far as I know).

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