Changes

Jump to navigation Jump to search

Creating Custom Futures Using ASCII Import

5 bytes added, 13:24, 1 September 2017
no edit summary
# Add current contract + distant (expired) contracts for this year if required.<br><div style="background-color: #E5F6FF;">'''Example''': Today's date is 06.10.11; the last date in your file is 04.10.11 (all dd.mm.yy); CLU1 (September contact) should be added because the last date you have is before the expiration date of CLV1 (October contract).</div>
# Import all data from the file into CLU1, but not after its expiration date so several days of minute data are not imported. It's not recommended to import any data after the expiration date: for CLU1 you should not import anything after its expiration on 22.08.11.
# In MultiCharts Main Menu please go to '''File''', then click on '''Preferences''' and select '''Data Server Mode''' tab. Check the '''Show Data Server Mode dialog box on startup''' box.
# Close all MC products and make sure all [[MultiCharts Processes]] are off.
# Open MultiCharts; select '''Offline Mode'''; plot CLU1 chart: 1 day resolution, using the whole range of data you have imported.
# In MultiCharts please go to '''File''' and click '''Export data''' to export daily data from the chart.
# Open '''QuoteManager''' and import this daily data to the CLU1 instrument (see [[Importing Data|Importing ASCII data]]).# [[Setting Properties|#Editing an existing symbol propertiesExisting Symbol Properties|Rename]] the '''CLV1''' to '''CLV2011''' (for example). It should be made not to request data from the data source, so the imported data (both daily and minutes) is not replaced with data from the server when you reload your chart.
# Create a [[Custom Futures|Creating a Custom Futures symbol|Custom Futures]] (date rollover is preferred).<br><div style="background-color: #E3FBE5;">'''Note''': Sometimes a customer can face a problem when the expiration rule doesn't coincide with expiration dates of individual contracts, so we recommend to change the rollover dates when you create custom futures for 1-2 days so those 1-2 days of data will be taken from a distant contract and not the current one. It will help you to avoid gaps in your chart.</div>
# Close all MC products and make sure all [[MultiCharts Processes]] are off.

Navigation menu