about IOG/BarMagnifier in custom futures...

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johnmok
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about IOG/BarMagnifier in custom futures...

Postby johnmok » 09 Nov 2011

i've got a strategy with intrabarordergeneration = true

and multicharts said that for custom futures, bar magnification is not available.

my question is any method to test "real-time" strategy in custom futures?

thanks!

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Henry MultiСharts
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Re: about IOG in custom futures...

Postby Henry MultiСharts » 09 Nov 2011

Bar Magnifier feature is unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.
Last edited by Henry MultiСharts on 28 Dec 2011, edited 1 time in total.

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Re: about IOG in custom futures...

Postby hilbert » 19 Dec 2011

Henry Multicharts wrote:Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.


IOU and Bar Magnifier are extremely important functionalities for reliable backtesting. Is there any plan to add this functionality soon. Should not be too hard - for MC team!

Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?

Thanks

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Henry MultiСharts
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Re: about IOG in custom futures...

Postby Henry MultiСharts » 19 Dec 2011

hilbert wrote:IOU and Bar Magnifier are extremely important functionalities for reliable backtesting. Is there any plan to add this functionality soon. Should not be too hard - for MC team!

This feature has not been implemented yet. You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/
Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?
Thanks

You can plot the Custom Futures chart with 1 day resolution or lower.
You need to have this data in the database or be able to receive it from the data source.

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JoshM
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Re: about IOG in custom futures...

Postby JoshM » 24 Dec 2011

hilbert wrote:Meanwhile, how do people test for intra-day historical longer term data (last 10 yrs say) for a future contract, without bar magnifier? Is there any convenient method to test it in one go, rather than loading up all other contracts one after another and then testing the strategy separately on each contract?

What you could do, is export the individual futures data and import it as a new futures instrument without expiration month. That way you have a 'fictional continuous future', with the same symbol settings as the 'normal' futures, that can be used for backtesting with Bar Magnifier etc.

I.e., like this:
Image

Regards,
Josh
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Re: about IOG in custom futures...

Postby SUPER » 27 Dec 2011

Henry Multicharts wrote:Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.


Henry,

I think Intra-Bar Order Generation works with Custom Futures, please can you clarify.

I know for sure that Bar Magnifier does not work.

Regards
Super
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Henry MultiСharts
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Re: about IOG in custom futures...

Postby Henry MultiСharts » 28 Dec 2011

SUPER wrote:
Henry Multicharts wrote:Intra-Bar Order Generation and Bar Magnifier are unavailable for Custom Futures.
Data Playback can be used only in "As Is" mode.

Henry,
I think Intra-Bar Order Generation works with Custom Futures, please can you clarify.
I know for sure that Bar Magnifier does not work.
Regards
Super

Hello Super.
I apologize for misinformation.
Intra-Bar Order Generation works with Custom Futures.
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Re: about IOG in custom futures...

Postby JoshM » 13 Sep 2012

Henry MultiСharts wrote:Bar Magnifier feature is unavailable for Custom Futures.

Are there plans to lift this big limitation?

The feature request is here:


Please vote for it if you also would like to see this limitation removed. :)
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Re: about IOG in custom futures...

Postby Henry MultiСharts » 13 Sep 2012

JoshM wrote:Are there plans to lift this big limitation?

Josh, there is no ETA for it yet.

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Re: about IOG in custom futures...

Postby evdl » 05 Oct 2014

Bump!

No explanation necessary for the bump, I think.

Although the title of the post should be: barmagnifier for custom futures, because IOG is available to use.

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Re: about IOG in custom futures...

Postby Henry MultiСharts » 13 Oct 2014

This feature is not something that is on our to-do list at the moment. Please follow the corresponding feature request MC-1121 - Bar Magnifier for Custom Futures to get the latest updates.


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