contract roll over

Questions about MultiCharts .NET and user contributed studies.
mk42
Posts: 6
Joined: 13 Jun 2013

contract roll over

Postby mk42 » 05 Jul 2013

Hi,

how to facilitate the contract rollover? E.g. when I am trading NQ and I have a symbol defined (via Quote Manager) NQM3, then when I want to rollover to NQU3 how to do it automatically?

And not to lose the historical data?

When I tried removing NQM3 and adding NQU3 I do not have the data continuous which is a problem for backtesting.

Thanks!

mfalme
Posts: 4
Joined: 04 Apr 2013

Re: contract roll over

Postby mfalme » 09 Jul 2013

this is an issue with these short term contracts. to get around it, i use TS that has continuous contract symbol.(other providers have continuous contracts too)
then use managed orders to generate trades on whatever broker u have. search forums for managed orders.

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Henry MultiСharts
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Re: contract roll over

Postby Henry MultiСharts » 11 Jul 2013

Not all data sources provide continuous data. If continuous futures data is not provided by your data feed you can create continuous symbols within MultiCharts.

Custom Futures is a symbol combined from the individual futures contracts. The data series of Custom Futures is created by rolling over the data of the individual contracts added to the QuoteManager.

Custom Futures chart is plotted using the data available for individual contracts added in the QuoteManager.

For more information please refer to our Wiki section: Custom Futures


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