Futures Continuous Series: Comes with Easy Import Tool, which auto creates and imports the data files, saving you a big hassle formatting and creating instruments.
$30 Per contract, 3 types of daily continuous series.
1) Backward Adjusted: Starting from the newest series, active contracts are strung together
2) Forward Adjusted: Starting from the oldest series, active contracts are strung together,
3) Not Adjusted: Active contracts strung together without an offset
Steps to Import:
Available Series:
Notes on Comparing History Vs today using Continuous Series:
A problem exists when measuring a move on a back adjusted chart where the percents are not correct, a problem which is exaggerated the longer the series. For example, say you thought Wheat was about to repeat what it did in 1973, so you use the ruler to measure the percent gain from point A to Point B. On the continuation chart you’ll see, the percent gain is 14%, whereas the actual march 1974 contract increased 99%. A solution might be to see how many ATR’s it moved, and extrapolate that today. For example the back adjusted series moved 19 ATR’s, the contract moved 12 ATR’s, meaning measuring in ATR's rather than Percent's would be More accurate. We suggest our Ruler Drawing tool for sale above, for measuring in terms of ATR.
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