Questions about Data、backforward continuous future contract and more

Questions about MultiCharts and user contributed studies.
samwjwj
Posts: 14
Joined: 16 May 2010
Has thanked: 2 times

Questions about Data、backforward continuous future contract and more

Postby samwjwj » 08 May 2022

I want to use portfolio trader to automatically trade futures, Forex, stocks and other varieties. What I want to do is mid-term or long-term trading, using one-minute data. I use Multichasts to receive data from interactive brokers and trade. I have the following problems to solve:

1. Historical data and backtesting: How do I get forward-adjusted futures historical data, the data type is 1 minute, and contains at least ten years of data, including major futures markets: CBOT, CME, NYMEX, NYBOT, NYSE. Is there any data provider that can provide the above data? whether it is possible to use custom futures to make back-adjusted continuous futures contracts
2、About automatic trading: If I use portfolio trader for automatic trading, do I use the contract index to map the main contract, or use the main contract directly? How to solve the problem of changing the month, the key to my thinking is to minimize the workload.
3、Can MultiCharts14 64-bit international version and MultiCharts12 64-bit Chinese version be installed in the same computer and run at the same time? If not, what should I do?
4、The TWS of interactive brokers is closed every day. How to solve this problem?
My English is not good, I hope you can understand, thank you very much!
If anyone has solved the above problems, please advise! Many thanks!

我想用portfolio trader自动交易期货、Forex和股票等品种,我要做的是中线或长线交易,是用一分钟数据。我用Multichasts接interactive brokers的数据并交易.我有以下几个问题需要解决:
1、历史数据及回测:我如何得到向前调整的期货历史数据,数据是1分钟,至少包含十年以上长度的数据,包括主要期货 市场:CBOT ,CME,NYMEX, NYBOT,NYSE。有哪个数据商可以提供, 得到了以上数据,是否可以用自定义期货去制作back adjusted的连续期货合约?
2、关于自动交易:如果我用portfolio trader做自动交易,是用合约指数映射主力合约,还是直接用主力合约?如何解决换月问题,我思考的关键是尽量少的工作量.
3、MultiCharts14 64-bit international version 与MultiCharts12 64-bit 中国版 可以安装在同一电脑内并且同时运行吗?如果不行,我该怎么做?
我的英语不太好,希望您能看懂,非常感谢!
4、interactive brokers的TWS每天要关闭,如何解决这个问题?
如果有人解决了以上这些问题,请不吝赐教!万分感谢!

samwjwj
Posts: 14
Joined: 16 May 2010
Has thanked: 2 times

Re: Questions about Data、backforward continuous future contract and more

Postby samwjwj » 08 May 2022

I've solved question 4. I need to install the IB gateway Not TWS to keep the automated trading working all the time.

User avatar
Kate MultiCharts
Posts: 593
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Questions about Data、backforward continuous future contract and more

Postby Kate MultiCharts » 09 May 2022

Hello samwjwj,

1
Please find the full list of supported data feeds here and vendors that provide continuous contracts here.
For more info about provided data and services, please contact vendors directly.

2
If you’d like to trade continuous futures, they should be mapped to the front-month contract. After the contract expires, you’ll need to manually remap the continuous futures.

3
It’s not possible to launch these products simultaneously on one machine.

User avatar
Kate MultiCharts
Posts: 593
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Questions about Data、backforward continuous future contract and more

Postby Kate MultiCharts » 09 May 2022

I've solved question 4. I need to install the IB gateway Not TWS to keep the automated trading working all the time.
That’s a great solution, but if one prefers using IB TWS, it’s also possible to set the log off/restart time in IB TWS (Configure->Lock and exit->Set auto log off time) and input a value equal to almost 24 hours (=86400 seconds) for the “Disconnect the broker profile in NNNNN seconds” in IB broker profile settings in MC. In this case MultiCharts will not disable auto trading for NNNNN seconds. During this timeout period you’ll have time to restart TWS and continue trading.

samwjwj
Posts: 14
Joined: 16 May 2010
Has thanked: 2 times

Re: Questions about Data、backforward continuous future contract and more

Postby samwjwj » 17 May 2022

I've solved question 4. I need to install the IB gateway Not TWS to keep the automated trading working all the time.
That’s a great solution, but if one prefers using IB TWS, it’s also possible to set the log off/restart time in IB TWS (Configure->Lock and exit->Set auto log off time) and input a value equal to almost 24 hours (=86400 seconds) for the “Disconnect the broker profile in NNNNN seconds” in IB broker profile settings in MC. In this case MultiCharts will not disable auto trading for NNNNN seconds. During this timeout period you’ll have time to restart TWS and continue trading.
Thanks for your help!

samwjwj
Posts: 14
Joined: 16 May 2010
Has thanked: 2 times

Re: Questions about Data、backforward continuous future contract and more

Postby samwjwj » 02 Mar 2023

IQfeed:tick-by-tick 180 days back, including bid/ask price at time of trade (available outside US market hours)
1 Minute data back to 2005 for Forex and Eminis Back to 2007 for Stocks/Futures/Indexes
10+ years of Daily, Weekly, Monthly data
Back-adjusted continuous contract history
Trial users are restricted to 4 calendar days of intraday (Tick/Minute) historical data and 365 calendar days of Daily bars during their trial

Translation:Tick-by-tick 30 days back, minute bars 20 years back, daily bars 45 years back
both payments are too much.
Both data providers' fees are too high.


Return to “MultiCharts”