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Hello,
Does anybody know if there is a way to customize contract rollovers when testing Future Contracts in the Enhanced System Tester?
-John
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Rank: Advanced Member
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Sorry I have never heard of a solution for this.
The long way home is to combine the data of multiple month contracts into one custom file and then run your test against that custom symbol ...
Let us know if you find something
Patrick :mrgreen:
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Rank: Advanced Member
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I do all months in 1 contract, in the datafile you must name all contracts the same or metastock don't convert it.
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Rank: Newbie
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Patrick,
This sounds like what I need. Do you know how to combine the different contracts into one file? Also, once combined will they be the actual price of the contract at that time or is it adjusted with a continous curve?
-John
Patrick wrote:Sorry I have never heard of a solution for this.
The long way home is to combine the data of multiple month contracts into one custom file and then run your test against that custom symbol ...
Let us know if you find something
Patrick :mrgreen:
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Rank: Advanced Member
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step 1: use downloader to make ascii files of the contracts
step 2: open al contracts with wordpad and copy paste in 1 file
step 3: give all tickernames the same name, for example if you use ESH03 and ESM03 change ESM03 also in ESH03..
step 4: save and use the downloader again to change it back into metastock format and there is your contineues contract!
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Rank: Newbie
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Forgive me if this is a stupid question, I'm still a beginner with this software. :wink: How do I make the ascii files with the downloader? I can create security files then populate with my eSignal datafeed. Is that the same thing that you listed in step 1?
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Rank: Advanced Member
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Open the chart of Contract 1, right click on the price and select copy.
Go to excel and select paste on the first cell.
Repeat the steps for next contract and so on adding the end of the file of course.
Delete the columns you don't need then save the file as csv, open the file with wordpad and add the appropriate header. Save the file and import it in the downloader.
Hope this helps
Patrick :mrgreen:
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Rank: Advanced Member
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Joined: 6/30/2005(UTC)
Posts: 71
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Patrick wrote:Open the chart of Contract 1, right click on the price and select copy.
Go to excel and select paste on the first cell.
Repeat the steps for next contract and so on adding the end of the file of course.
Delete the columns you don't need then save the file as csv, open the file with wordpad and add the appropriate header. Save the file and import it in the downloader.
Hope this helps
Patrick :mrgreen:
This is also an option, but the problem with excel is that it only has 65000 rows. Wich means this don't work on very big data files...
But converting to ascii isn't that hard.
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