Support Board
Date/Time: Sun, 02 Feb 2025 00:38:44 +0000
Post From: Editing month contract in exported file
| [2019-08-06 00:35:38] |
| JDMontero - Posts: 34 |
|
Hi. I made a backtest of a futures strategy and then I exported it. Then I uploaded to a program that outputs lots of useful stats. But I found that in the data, every contract traded throughout the years has the same month code as the actual active one. e.g:Every trade done in the last 10 years was made with the ESU19 contract. 1) Is there a way to export the data, and that the contracts correspond with their actual dates, based on volume rollovers? 2)If not, is there a way to edit the data, and change one by one the data to the real contract used? |