i've got a strategy with intrabarordergeneration = true
and multicharts said that for custom futures, bar magnification is not available.
my question is any method to test "real-time" strategy in custom futures?
thanks!
about IOG/BarMagnifier in custom futures...
- Henry MultiСharts
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Re: about IOG in custom futures...
Bar Magnifier feature is unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.
Data Playback can be used only in "As Is" mode.
Last edited by Henry MultiСharts on 28 Dec 2011, edited 1 time in total.
Re: about IOG in custom futures...
IOU and Bar Magnifier are extremely important functionalities for reliable backtesting. Is there any plan to add this functionality soon. Should not be too hard - for MC team!Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.
Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?
Thanks
- Henry MultiСharts
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Re: about IOG in custom futures...
This feature has not been implemented yet. You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/IOU and Bar Magnifier are extremely important functionalities for reliable backtesting. Is there any plan to add this functionality soon. Should not be too hard - for MC team!
You can plot the Custom Futures chart with 1 day resolution or lower.Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?
Thanks
You need to have this data in the database or be able to receive it from the data source.
- JoshM
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Re: about IOG in custom futures...
What you could do, is export the individual futures data and import it as a new futures instrument without expiration month. That way you have a 'fictional continuous future', with the same symbol settings as the 'normal' futures, that can be used for backtesting with Bar Magnifier etc.Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?
I.e., like this:
Regards,
Josh
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Re: about IOG in custom futures...
Henry,Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.
I think Intra-Bar Order Generation works with Custom Futures, please can you clarify.
I know for sure that Bar Magnifier does not work.
Regards
Super
- Henry MultiСharts
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Re: about IOG in custom futures...
Hello Super.Henry,Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.
I think Intra-Bar Order Generation works with Custom Futures, please can you clarify.
I know for sure that Bar Magnifier does not work.
Regards
Super
I apologize for misinformation.
Intra-Bar Order Generation works with Custom Futures.
- JoshM
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Re: about IOG in custom futures...
Are there plans to lift this big limitation?Bar Magnifier feature is unavailable for Custom Futures.
The feature request is here:
Please vote for it if you also would like to see this limitation removed.
- Henry MultiСharts
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Re: about IOG in custom futures...
Josh, there is no ETA for it yet.Are there plans to lift this big limitation?
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Re: about IOG in custom futures...
Bump!
No explanation necessary for the bump, I think.
Although the title of the post should be: barmagnifier for custom futures, because IOG is available to use.
No explanation necessary for the bump, I think.
Although the title of the post should be: barmagnifier for custom futures, because IOG is available to use.
- Henry MultiСharts
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Re: about IOG in custom futures...
This feature is not something that is on our to-do list at the moment. Please follow the corresponding feature request MC-1121 - Bar Magnifier for Custom Futures to get the latest updates.