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Continuous data in the negative


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Continuous data in the negative

  #1 (permalink)
 bluefightingcat 
Espoo Finland
 
Experience: Intermediate
Platform: TradingBlox, Tradestation
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I've subscribed to IQFeeds data services for my Futures data. I've downloaded the continuous data for my backtesting purposes. I discovered that in my backtesting some of my instruments have "negative" prices. I assume this is the case because the data is back adjusted to make the instrument continuous.

I just wanted to check here, whether I've understood things correctly i.e. having negative instrument prices in continuous data is perfectly normal....

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 SMCJB 
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bluefightingcat View Post
I just wanted to check here, whether I've understood things correctly i.e. having negative instrument prices in continuous data is perfectly normal....

Yes. So make sure you don't do anything that involves percentages or ratio's of prices.

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  #4 (permalink)
 bluefightingcat 
Espoo Finland
 
Experience: Intermediate
Platform: TradingBlox, Tradestation
Trading: Stocks
Posts: 41 since Sep 2015
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Thanks!

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Last Updated on January 10, 2017


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