Generic versus calendar futures in trading models

I am testing an econometric model for trading futures on commodities. I
am setting up the back-testing phase, but I am facing a  dilemma about
what is the best way to "easy" the transition for when futures mature
into the next open contact. For now I am testing the model using the
generic CL1 crude front contact. I would like to ensure that the rolling
after maturity of each calendar contract does not generate false
signals. Any one has any suggestion about what will be the best approach
and why?

My first question is: How are you constructing your continuous series? 
There are many methods for constructing a continuous series for futures
and options, and the all have different problems.

Also, I think that one of the challenges in creating a backtesting
infrastructure for this type of instrument is that you can test a model
against a continuous series, but you will eventually want to hest against
historical quote and trade data on real insturments (e.g. tick data from
the exchange).  This raises your complexity immensely, for obvious
reasons.

Regards,

  - Brian