Hi,
by looking at previous threads on this forum, I found out how to merge multiple futures contracts in a single custom future that is both continuous and back-adjusted.
My situation, though, is the following: I have a .txt file containing a continuous (NOT back-adjusted) futures from 2000 to today.
In order to back-adjust the data contained in the file, what should I do in Quotes Manager? Do I still need to create n symbols (one for each contract from 2000 to today)? Or can I somehow create only one symbol (an Ascii-Mapping of my .txt file) and tell Quotes Manager to back-adjust the data in it?
I hope I was able to explain my reasoning...
Thanks!
how to back-adjust continous futures
- TJ
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Re: how to back-adjust continous futures
My suggestion:Hi,
by looking at previous threads on this forum, I found out how to merge multiple futures contracts in a single custom future that is both continuous and back-adjusted.
My situation, though, is the following: I have a .txt file containing a continuous (NOT back-adjusted) futures from 2000 to today.
In order to back-adjust the data contained in the file, what should I do in Quotes Manager? Do I still need to create n symbols (one for each contract from 2000 to today)? Or can I somehow create only one symbol (an Ascii-Mapping of my .txt file) and tell Quotes Manager to back-adjust the data in it?
I hope I was able to explain my reasoning...
Thanks!
it might be easier to start with excel;
you can use it to filter and massage the file, do whatever adjustments you want on the spreadsheet,
then import the file as an adjusted data.
Re: how to back-adjust continous futures
Hi TJ,
thank you for the very fast reply!
Do you perhaps have a template excel file I can use for this purpose?
Thank you!
thank you for the very fast reply!
Do you perhaps have a template excel file I can use for this purpose?
Thank you!
- TJ
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Re: how to back-adjust continous futures
no, this is not a push-button thing,Hi TJ,
thank you for the very fast reply!
Do you perhaps have a template excel file I can use for this purpose?
Thank you!
you have to go through the data (either by sight, or by filter),
separate the sections by date,
then apply the adjustments you want.
- Henry MultiСharts
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Re: how to back-adjust continous futures
Hello Fringe,
That is not possible to back-adjust the data contained in one txt-file with the help of Quote Manager.
Back-adjustment can be performed for individual symbols while creating a Custom Futures symbol.
That is not possible to back-adjust the data contained in one txt-file with the help of Quote Manager.
Back-adjustment can be performed for individual symbols while creating a Custom Futures symbol.