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Date/Time: Fri, 03 May 2024 11:53:59 +0000

Post From: is there any advantage to built continues future contract for #bars backtesting?

[2018-05-31 18:09:37] Link To Thread - Link To Post [Go To First Post]
User61576 - Posts: 418
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?