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backtesting expired contracts

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  • backtesting expired contracts

    re. http://forum.esignal.com/showthread....threadid=11922

    A possible solution to improve available backtesting data would be to give

    "Tools > Bar Replay ..." a "Bar Downloader" option (like "Tools > Tick Replay ..." has "Tick Downloader" option)

    Then update "Tools > Backtesting ... " to use the above files or the current chart.

    This way, users could store data locally and backtest expired contracts.
    Paul Williams
    Strategy & Applications
    www.futurenets.co.uk
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