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Open Feature request MC-1121

Bar Magnifier for Custom Futures

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16
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Description

The Bar Magnifier is a very important functionality for backtesting, and one of the advantages that MultiCharts holds over its competitors.

However, the Bar Magnifier isn't available for Custom Futures. Because of this, a lot of manual work is needed to create a future which holds the price data of individual futures just to be able to perform a backtest on it.

Steps to reproduce this issue

n/a

Comments (5)
#0
user-offline.png  MC_Prog (MC_Prog)
Oct 22, 2012 - 08:45

To test accurately against Futures, Custom Futures are necessary.
To test accurately at all Bar Magnifier and IOG are necessary (in most cases).
Thus, if Bar Magnifier and IOG are not available for testing Custom Futures, the whole notion of correct futures testing in MC is false, except for a small subset of "at bar closure only" strategies tested against only the most recent data.
This is a serious piece of unfinished business that deserves a high priority to be fixed.

#0
user-offline.png  Guest (Guest)
Jul 08, 2013 - 08:44

This should be a top priority

#0
user-offline.png  Fabrice (fpa)
Aug 27, 2013 - 10:29

Totally agree : this is really necessary. +1.

#1
user-offline.png  orad (orad)
Jun 24, 2017 - 10:08

Hi, I think this is an important feature, please review. Enabling Bar Magnifier for Custom Futures will enable at least two features:

  1. You can do tick by tick data playback on custom futures
  2. You can backtest custom futures with more precision

JoshM has a workaround for this issue here which is to

export the individual futures data and import it as a new futures instrument without expiration month

If implementing this feature is difficult, then maybe instead MC could provide a function to convert a custom futures into single instrument. I really don't know how to manually combine data from individual instruments into a single instrument.

#2
user-offline.png  RussianRouge (russianrogue)
Oct 09, 2017 - 14:53

This should be an easy fix. Please do so.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Postponed
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  • Type of bug
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  • Severity
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