Hi fellow traders,
Lets say that bigpointvalue(bpv) of a futures contract has changed in May 2018 from 20 to 40, is there any workaround that allows constructing custom futures with correct bpv pre and post May 2018? So I am asking is there a workaround that will allow me to plot a custom future for last 5 years (say) while using 20 bpv pre May 2018 and 40 bpv post May 2018?
Same question as above for change in brokerage structures? Thanks for help
Change in comms and bigpointvalue - custom futures
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
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Re: Change in comms and bigpointvalue - custom futures
Hello, hilbert
Usually the data providers change the historical data on their end. In this case you can do the Reload to get corrected data:
https://www.multicharts.com/trading-sof ... ing_Charts
If the data source does not return the corrected data, then you need to correct the data manually.
You can do it the following way:
1. Export the data into ASCII file from the symbol in QuoteManager:
https://www.multicharts.com/trading-sof ... rting_Data
2. Multiply the prices in the exported file using a separate program as Excel.
For example, if only BPV has changed in May 2018 from 20 to 40 (increased in two times), but Min Move and Price Scale has not changed, then all prices of this futures contract before 05-2018 shall be multiplied by 2.
3. Import the file back into QuoteManager:
https://www.multicharts.com/trading-sof ... rting_Data
Usually the data providers change the historical data on their end. In this case you can do the Reload to get corrected data:
https://www.multicharts.com/trading-sof ... ing_Charts
If the data source does not return the corrected data, then you need to correct the data manually.
You can do it the following way:
1. Export the data into ASCII file from the symbol in QuoteManager:
https://www.multicharts.com/trading-sof ... rting_Data
2. Multiply the prices in the exported file using a separate program as Excel.
For example, if only BPV has changed in May 2018 from 20 to 40 (increased in two times), but Min Move and Price Scale has not changed, then all prices of this futures contract before 05-2018 shall be multiplied by 2.
3. Import the file back into QuoteManager:
https://www.multicharts.com/trading-sof ... rting_Data
Re: Change in comms and bigpointvalue - custom futures
Thanks Svetlana for your workaround to take care of change in bpv by multiplying contract prices. However, this seems very non-elegant to me. Anyways, do you have any suggestion as to how to incorporate different brokerage structures as well i.e. different brokerage say till 2017 and different brokerage from 2018 onwards etc.
- Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: Change in comms and bigpointvalue - custom futures
hilbert,
Please describe in more details what you would like to achieve.
Please describe in more details what you would like to achieve.