Ratio adjusted futures data - Commodities Futures Trading | futures io social day trading
futures io futures trading


Ratio adjusted futures data
Updated: Views / Replies:952 / 4
Created: by solotrader Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Ratio adjusted futures data

  #1 (permalink)
Vendor self-promotion
Cyprus
 
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: ES
 
Posts: 68 since Jul 2013
Thanks: 15 given, 18 received

Ratio adjusted futures data

Has anyone tried them for backtesting? What are the pros and cons when compared to backward adjusted data?

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


You cannot perform backtests on ratio-adjusted data.


If you wish to perform backtests, you can use

-> single month contracts and adjust for spread and rollover gains or losses
-> standard backadjusted contracts and adjust for rollover spread (basically no adjustment)


Ratio-distorted backtest

If you use ratio-adjusted data for backtesting, you will simply get (completely) false results, as all gains or losses for the old contracts are ratio-distorted.

Reply With Quote
The following 2 users say Thank You to Fat Tails for this post:
 
  #4 (permalink)
Vendor self-promotion
Cyprus
 
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: ES
 
Posts: 68 since Jul 2013
Thanks: 15 given, 18 received


Fat Tails View Post
You cannot perform backtests on ratio-adjusted data.


If you wish to perform backtests, you can use

-> single month contracts and adjust for spread and rollover gains or losses
-> standard backadjusted contracts and adjust for rollover spread (basically no adjustment)


Ratio-distorted backtest

If you use ratio-adjusted data for backtesting, you will simply get (completely) false results, as all gains or losses for the old contracts are ratio-distorted.

Thanks but why are so many using them? Are they - let us say - misguided?

Reply With Quote
 
  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


solotrader View Post
Thanks but why are so many using them? Are they - let us say - misguided?

Not everybody wants to perform a backtest.

And who tells you that many people use ratio-backadjusted charts? I have never seen one so far.

Reply With Quote

Reply



futures io > > > > Ratio adjusted futures data

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Cumulative Adjusted Tick aligator NinjaTrader 25 March 10th, 2016 10:06 PM
Calculating Adjusted Cost Base for Futures? DannyG Traders Hideout 6 April 2nd, 2012 05:32 PM
Is a custom program required for this ? (Ratio instruments and Multiple data sources) Overview NinjaTrader Programming 7 September 16th, 2011 11:39 AM
Good source for put-call ratio data? furytrader Reviews of Brokers and Data Feeds 9 July 30th, 2011 06:38 AM
Accurate CL continuous back-adjusted chart neko333 Commodities Futures Trading 11 November 18th, 2010 12:57 PM


All times are GMT -4. The time now is 10:48 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.09 seconds with 19 queries on phoenix via your IP 54.227.51.103