Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I'm evaluating MC for auto trading futures contracts. My understanding is that the rollover is manual. For instance, I'm using CSI as historical data, IQfeed as real-time data. To trade, I map the front-end contract and whenever there is a roll, I have to manually remap the contract to the new front-end.
Is there a clever way to automatically roll future contracts in MC (or MC.Net)?
Thanks,
P
Can you help answer these questions from other members on NexusFi?
you will likely have to deal with some manual work in almost all platforms (even if it's just updating charts to new symbols or adding new contracts to your database etc..), but I would encourage you to research this further as I can only speak for the platforms that I am familiar with.
I will do so. I know that Deltix does it, but it is quite expensive. On the retail side, TradingBlox does it as well, but there are some deal breaker limitations, in particular its proprietary scripting language. Amibroker can be programmed to do it, which is great for backtesting, but demands a lot of coding to put in production.
I wonder if RightEdge or SierraCharts would auto roll futures? That said, the first is too slow for backtesting, the 2nd doesn't have portfolio backtest.
