Support Board
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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