Discussion of article "Continuous futures contracts in MetaTrader 5"

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New article Continuous futures contracts in MetaTrader 5 has been published:

Trader can't create his own charts in MetaTrader 5 as it can be constructed only with the broker's symbols. The trader requires a synthetic product – the continuous futures contract. The problem is that only a broker can make splicing of contracts and only the broker decides whether he will connect futures on the given symbol.

Fortunately, the history of the closed futures is always available in the terminal. Use this history to splice futures contracts in the terminal.

Dib. 12. Algoritmo del añadido simple

Author: Karputov Vladimir

 

It's pretty good. It's just a pity that you can't test it on such a gluing.

It remains to suggest to Konstantin to add this mode to his product.

 
Thanks for the article. It turned out interesting. It gave me some new ideas!
 

It's a good article. I don't pretend to be original. But, here are my thoughts: the beginning and circulation of the futures is always volatile and does not reflect the real picture of where the underlying volumes are occurring.

I don't know how much of that is possible. But, I will say this. What if we set an interval for each futures on dates (where normal trading takes place) and optimise these sections as a whole.

That is, is it possible to test one chart in one test and then switch to another and so on?

 
forexman77:

That is, is it possible to test one chart in one test and then switch to another and so on?

It is possible (but you need to do it yourself in the code)
 
forexman77:

It's a good article. I don't pretend to be original. But, here are my thoughts: the beginning and circulation of the futures is always volatile and does not reflect the real picture of where the underlying volumes are occurring.

I don't know how much of that is possible. But, I will say this. What if we set an interval for each futures on dates (where normal trading takes place) and optimise these sections as a whole.

That is, is it possible to test one chart in one test and then switch to another and so on?

If you are asking: "Is it possible to test gluing in the strategy tester?". - the answer is no. I.e. it will not work in a simple way, because gluing is a custom indicator.
 
barabashkakvn:
If you're asking, "Can I test gluing in the strategy tester?" - the answer is no. I.e. it will not work in a simple way, because gluing is a custom indicator.

It is clear that it will not work with glued futures. I meant that in books and forums they write which way of gluing reflects the real movement better. In Robert Pardo's book this topic was well discussed.

The idea is that you can set a date interval for each futures and test everything for a number of years as a whole.

 
forexman77:

With glued futures it is clear that it will not work. I meant that in books and forums they write which way of gluing reflects the real movement better. In Robert Pardo's book this topic was well discussed.

The idea is that you can set a date interval for each futures and test everything for a number of years as a whole.

This is called "gluing type". Specifically, the article considers two types of gluing - "Simple addition" and "Addition with offset".

 
So it seems that the main use for the continuous futures contract is in backtesting.  I'm not sure if this indicator will help with that.  In the backtesting settings screen I must indicate which symbol I wish to backtest. A new continuous symbol has not been created. Am I missing something?  Thanks for your work on this.
 

There have been castum tools available for a while now.

Maybe there's a product that generates and updates the glue too? Has nobody met it?

Such a tool could be used to test and run Expert Advisors (assigning the right symbol for trading, of course).

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