Welcome to Jez Liberty's home for sharing research and insights on automated trading systems development. 
Let’s have fun with the CSI UA API!
CSI main API document (word doc) is accessible publicly online from their document page along with other docs including the full 300 page manual (great for getting a feel of the app).
Pivotal API function
This post will focus on is the API function to retrieve Back-Adjusted Contracts from the [...]
Entries Tagged as 'Continuous contract'
Unfair Advantage API: Retrieve Back-Adjusted Contracts function
October 2nd, 2009 · No Comments · Backtest, Development, Futures, Software
Continuous Contract options
September 27th, 2009 · No Comments · Backtest, Data, Futures, Software
As mentioned previously in What everybody ought to know about continuous Futures contracts, there are multiple ways to concatenate Futures contracts. Unfair Advantage offers a rich choice of concatenation algorithms – I will use UA as the base for this post.
Please also refer to the Unfair Advantage online manual.
Let’s look at the different possibilities:
Non-adjusted contracts
Take [...]
Tags: Continuous contract·CSI·Futures·screenshots·Unfair Advantage
