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Search: Posts Made By: jjsshh

Forum: Commodities

December 29th, 2013, 03:43 PM

Replies: 5

Problems with CL back-adjusted data

Views: 4,376

Posted By jjsshh

Thanks for clarifying those things.

Thanks for clarifying those things.

Forum: Commodities

December 28th, 2013, 06:34 PM

Replies: 5

Problems with CL back-adjusted data

Views: 4,376

Posted By jjsshh

Thanks for your fast response, Hopefully I...

Thanks for your fast response,

Hopefully I get this right. I'm sure that my system is only using relative prices even thought rules are pretty complex. Also system is working similar as it was...

Forum: Commodities

December 27th, 2013, 05:31 PM

Replies: 5

Problems with CL back-adjusted data

Views: 4,376

Posted By jjsshh

Problems with CL back-adjusted data

Hello,
I'm using MC with IQfeed. I have had really bad problems with back-adjusted data for CL (QCL#C). I devenloped a daily system for CL and out-of sample results were significant. After I started...

Showing results 1 to 3 of 3

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