Support Board
Date/Time: Thu, 03 Jul 2025 07:38:44 +0000
Post From: is there any advantage to built continues future contract for #bars backtesting?
| [2018-05-31 18:09:37] |
| User61576 - Posts: 450 |
|
After reading this guide Continuous Futures Contract Charts few times I understand this is not a simple process. I am wondering why would I need this in first place if my holding period is only for few minutes. The only thought of the advantage in building a continues contract is to have it in one contract which will be easier to backtest as I will not need to rerun on 16 contacts for the last 4 years vs running over 1 continues contract. Any additional thoughts? answers? |