custom futures (continuos)

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juanfer
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custom futures (continuos)

Postby juanfer » 21 Mar 2014

Hello, I want to build a future on Continuous dax, but not how to make the rollover will only occur on the same day to maturity, which is Friday and the day before this has the previous contract.
thanks

hendrix
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Re: custom futures (continuos)

Postby hendrix » 21 Mar 2014

Hi juanfer

did you read this page ?

http://www.multicharts.com/trading-soft ... om_Futures
To create a Custom Futures symbol:
In the main MultiCharts menu select File, then point to New and click QuoteManager Window.
Select Instrument.
Then click Add custom futures.
Select the data source.
Input the symbol name.
Select the symbol root.
Select contracts to use (if they are specified incorrectly in Symbol Dictionary Settings) by clicking on the check boxes.
Build continuous futures contract on.
To define the serial number of the contract on which the Custom Futures series is based select one of the available options in the box: Nearest contract, 2nd nearest contract, N nearest contract.
While building a Custom Futures “N” Nearest contract will be taken for each moment of time. Algorithm of choosing the rollover date


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