how to back-adjust continous futures

Questions about MultiCharts and user contributed studies.
fringe
Posts: 20
Joined: 17 Jan 2011
Been thanked: 2 times

how to back-adjust continous futures

Postby fringe » 21 Jan 2012

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!

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: how to back-adjust continous futures

Postby TJ » 21 Jan 2012

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!
My suggestion:

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.

fringe
Posts: 20
Joined: 17 Jan 2011
Been thanked: 2 times

Re: how to back-adjust continous futures

Postby fringe » 21 Jan 2012

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!

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: how to back-adjust continous futures

Postby TJ » 21 Jan 2012

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!
no, this is not a push-button thing,
you have to go through the data (either by sight, or by filter),
separate the sections by date,
then apply the adjustments you want.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: how to back-adjust continous futures

Postby Henry MultiСharts » 23 Jan 2012

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.


Return to “MultiCharts”