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Date/Time: Sat, 01 Feb 2025 21:55:36 +0000



Editing month contract in exported file

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[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?
[2019-08-06 16:58:38]
Sierra Chart Engineering - Posts: 104368
1. Refer to this section here about this:
Auto Trade System Back Testing: Back Testing and Continuous Futures Contract Charts

2. If you are exporting data from the Trade Activity Log, that is in a text format and you can certainly edit it.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-08-06 16:59:13

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