MC trial problem  [SOLVED]

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tradetree
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MC trial problem

Postby tradetree » 20 Jun 2013

I am evaluating MC to consider a move from my current platform. I have come against a difficulty in the trial. If my data provider, Rithmic, does not provide continuous futures contracts, then I have no means of backtesting within MC, even for only one symbol. The reason is that each dated futures contract must first be added to MC, then a custom contract can merge them into a continuous contract within MC. Is my understanding of this correct, or is there a work-around? My understanding comes from this:
https://www.multicharts.com/trading-sof ... om_Futures

And the reason back-testing for a few years of data is important is that I can't know if the platform is going to work for my auto-mated strategy without data confirmation.

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Re: MC trial problem  [SOLVED]

Postby Henry MultiСharts » 24 Jun 2013

The reason is that each dated futures contract must first be added to MC, then a custom contract can merge them into a continuous contract within MC. Is my understanding of this correct, or is there a work-around?
Hello tradetree,

That is correct. Rithmic does not provide data for expired contracts. In order to plot a continuous contract with Rithmic feed you need to collect the data to your database or import it from an ASCII files if you have it. Some data vendors such as eSignal and IQfeed provide continuous contracts built on their end. Some other data feeds such as CQG, BarChart, Interactive Brokers, IQfeed, eSignal provide data for expired futures. Complete list of supported data providers.

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Re: MC trial problem

Postby shane1800 » 26 Apr 2016

Sounds like the best way to have continuous futures contracts with Rithmic is to use data merging? Using the current Rithmic symbol for Realtime and using pre-existing data for History. Wondering if there are other ideas out there or any downsides to this approach.

And I notice that you cannot do data merging in Portfolio Trader PT is that true? If so I cannot do real time trading with PT anymore as I need a years worth of intraday data for my strategy to work.

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Re: MC trial problem

Postby Henry MultiСharts » 28 Apr 2016

Sounds like the best way to have continuous futures contracts with Rithmic is to use data merging? Using the current Rithmic symbol for Realtime and using pre-existing data for History. Wondering if there are other ideas out there or any downsides to this approach.

And I notice that you cannot do data merging in Portfolio Trader PT is that true? If so I cannot do real time trading with PT anymore as I need a years worth of intraday data for my strategy to work.
Hello shane1800,

If you have an ASCII file with the required historical data and you do not need the custom futures features like back adjustment then you can just import the historical data into the current front month Rithmic contract you want to trade. That is the easiest solution.

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Re: MC trial problem

Postby shane1800 » 28 Apr 2016

Thanks!


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