The only way I could find to create a continuous contract was as follows: Export one minute data from the old contract From Quote Manager, open the new contract, then import the old contract as ascii data that I had saved previously It's a little tedious and messy. In a search of "Multicharts contract rollover" I see that a lot of other users have been requesting and been promised an automatic rollover feature as far back as 2006.
you should convert the data at the finest resolution possible. i.e. at the second level. (can't export at tick level.) the reason people want a continuous contract is to do back tests. sooner or later, you will want to test at a finer level. So might as well do the rollover at the finest resolution now.
Ideally I would just like to be able to do the same thing that is possible with Sierrachart. I'd like to find the file for the NQ Decemeber 2008 contract, just rename it to March 2009, reconnect to my IB data feed and then be able to see several months of data. I've looked and looked in the Multicharts files and can't find where the data is stored or how it is named.
Found my own answer here, you can merge the new contract and old just like I was hoping to do: http://forum.tssupport.com/viewtopic.php?t=3302&highlight=
for multichart, the reserved word insidebid and insideask is for the best bid&ask price, however i am wondering what is the word for the bid size and ask size? i could not find anyway. anybody know, appreciate. thanks. Alex
Unfortunately this is one of the many weaknesses of EasyLanguage... Anyone can whip up an Excel worksheet and pull the bidsize and asksize from IB TWS, yet EasyLanguage (including MultiCharts) would not create this simple feature. EasyLanguage shall remain an armature programming language in the eyes of the serious trader. edited 10:46
i need bidsize and asksize as well as placing order for multi-symbols in one strategy, any recommended platform? thanks a lot.
Hi Alex, Could you please tell me how you are planning to use asksize and bidsize? Could you please give me a detailed scenario? Most probably we'll implement this feature in the nearest future. Best regards.
Hi Alex, Could you please tell me how you are planning to use asksize and bidsize? Could you please give me a detailed scenario? Most probably we'll implement this feature in the nearest future. Best regards. __________________ Andrew Kirillov, TS Support Team Actually I need the following features: 1 place order for multi-symbols in one strategy. normally your charting system could add more symbols data for anylysis, called data1, data2, ....; however when placing order, it could only execute the data1; however for hedge trading, we need more than 2 symbols order processing. currently you did not support. please let me know if you could offer this feature by cost. 2 for the bid/ask size: insidebid and insideask could acquire the live best bid/ask price, however i need also the size of live best bid/ask price, which you did not has the reserve words. Currently i could fulfill the feature by importing twice of the symbol, data1 quote field by bid, data2 quote field by ask, then the ticks could acquire the bid/ask size. but it is very inconvenient. hope you could help. Alex