Absolute vs. percentage price change in backtesting - Traders Hideout | futures io social day trading
futures io futures trading

Absolute vs. percentage price change in backtesting
Updated: Views / Replies:739 / 11
Created: by Thatsbooo Attachments:1

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 100,000 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

Thread Tools Search this Thread

Absolute vs. percentage price change in backtesting

  #11 (permalink)
Trading Experience: Intermediate
Platform: Multicharts
Broker/Data: IB
Favorite Futures: CC
Posts: 25 since Jul 2017
Thanks: 9 given, 2 received

Thanks SMCJB!

I develop on Futures.

The idea with the two different contract types sounds good, but seems to be very time consuming, therefore I will continue testing with tick moves.

Reply With Quote
  #12 (permalink)
Legendary Market Wizard
Houston, TX
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
Posts: 2,961 since Dec 2013
Thanks: 2,403 given, 5,296 received

Thatsbooo View Post
The idea with the two different contract types sounds good, but seems to be very time consuming, therefore I will continue testing with tick moves.

If your using raw un-adjusted tick data that's fine but if your tick data is back-adjusted (ie your getting it from somebody like Tradestation) then you'll have the issues I described. It's not a function of the granularity of the date, but if & how it's back adjusted.

Reply With Quote


futures io > > > Absolute vs. percentage price change in backtesting

Thread Tools Search this Thread
Search this Thread:

Advanced Search

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

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now

$1,000 in Amazon Gift Cards being given away right now from GFF Brokers

Right now

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now

Show us your trading desks and win over $5,000 in prizes w/Jigsaw Trading


Webinar: Suri Duddella (TBA)

Elite only

Webinar: Richard Bailey (TBA)

Elite only

Similar Threads
Thread Thread Starter Forum Replies Last Post
What causes the ASK and BID price to change? tulanch Traders Hideout 10 October 7th, 2016 11:06 AM
percentage change charts Loop MultiCharts 1 September 20th, 2016 05:08 AM
How to create a chart - YTD/MTD percentage change halperin Sierra Chart 0 February 29th, 2016 06:55 PM
Backtesting With Multiple Tickers That Change Daily mks212 EasyLanguage Programming 1 April 23rd, 2015 03:32 PM
Is there an indicator that shows price change averaged with volume change intrabar? Itchymoku NinjaTrader 8 July 31st, 2012 07:40 PM

All times are GMT -4. The time now is 04:45 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 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