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11-30-2008, 12:49 PM
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Senior Member
Join Date: Nov 2008
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Backtesting futures, contract duration?
There is generally limited duration of data for futures contracts. For example the Crude oil january contract did not start trading significant volume untill the Dec. stopped trading. So, it is hard to test more than couple of months. Is there any way one can test longer durations or a test period segment in the past say 6/1/07 to 9/30/07 today?
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