Hi,
how to facilitate the contract rollover? E.g. when I am trading NQ and I have a symbol defined (via Quote Manager) NQM3, then when I want to rollover to NQU3 how to do it automatically?
And not to lose the historical data?
When I tried removing NQM3 and adding NQU3 I do not have the data continuous which is a problem for backtesting.
Thanks!
contract roll over
Re: contract roll over
this is an issue with these short term contracts. to get around it, i use TS that has continuous contract symbol.(other providers have continuous contracts too)
then use managed orders to generate trades on whatever broker u have. search forums for managed orders.
then use managed orders to generate trades on whatever broker u have. search forums for managed orders.
- Henry MultiСharts
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Re: contract roll over
Not all data sources provide continuous data. If continuous futures data is not provided by your data feed you can create continuous symbols within MultiCharts.
Custom Futures is a symbol combined from the individual futures contracts. The data series of Custom Futures is created by rolling over the data of the individual contracts added to the QuoteManager.
Custom Futures chart is plotted using the data available for individual contracts added in the QuoteManager.
For more information please refer to our Wiki section: Custom Futures
Custom Futures is a symbol combined from the individual futures contracts. The data series of Custom Futures is created by rolling over the data of the individual contracts added to the QuoteManager.
Custom Futures chart is plotted using the data available for individual contracts added in the QuoteManager.
For more information please refer to our Wiki section: Custom Futures