Strange price on daily custom future  [SOLVED]

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Fabrice
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Strange price on daily custom future

Postby Fabrice » 14 Nov 2012

Prices around may 2011 are lower than expected on the custom future FCE (future CAC40 @ IB).
Pict1 - custom future : high of 05/02/2011 = 3915.0
Pict2 - symbol FCEK1 : high of 05/02/2011 = 4094.5

To reproduce
- add the 2 last FCE contracts : FCEX2 & FCEV2 (pict3)
- add CAC40 instrument to Symbol Dictionary (pict5)
- build CAC40 custom future (Pict4)
- open 1 daily chart for a single contract and 1 daily chart for the custom future
At the beginning the charts are similar. Then add 1 previous contract at a time to QM. Watch the charts. At a moment, the daily chart of the custom future will display bad price around may 2011. It The wrong prices do not belong to any individual contract.

PS: volumes are ok. Only price is "shifted".
Attachments
Pict5.png
Pict5.png (37.54 KiB) Viewed 208 times
Pict4.png
Pict4.png (51.28 KiB) Viewed 214 times
Pict3.png
Pict3.png (143.83 KiB) Viewed 209 times
Pict2.png
Pict2.png (66.31 KiB) Viewed 208 times
Pict1.png
Pict1.png (43.2 KiB) Viewed 208 times

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Henry MultiСharts
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Re: Strange price on daily custom future  [SOLVED]

Postby Henry MultiСharts » 14 Nov 2012

Hello Fabrice,

In Custom Futures settings please change the back adjustment mode to "No adjustment" and plot a new Custom Futures chart.

If the chart is still incorrect please right click on custom futures instrument in the QuoteManager-> Export instruments (both check marks should be unchecked)-> export daily data only. If the file is >10mb please upload it to any file sharing hosting or cloud service and send me the download link alongside with the workspace you are using to support@multicharts.com

You can also come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information.

Fabrice
Posts: 182
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Re: Strange price on daily custom future

Postby Fabrice » 14 Nov 2012

Changing "Back adjustment mode" to "No adjustment" worked. Thank you.
Regards.

PS: the wikipedia gives few words about setting "Back adjustment mode". I suggest to add real examples for each option, for better understanding.


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