ratio-adjusted futures prices

[metatradersky]

When trading commodity futures, technical indicators need to be calculated using ratio-adjusted data, while the actual orders are placed on real contract data. Can MT5 achieve this?

[Ryan L Johnson]

metatradersky:
When trading commodity futures, technical indicators need to be calculated using ratio-adjusted data, while the actual orders are placed on real contract data. Can MT5 achieve this?

If you're alluding to "continuous contract data," most MT5 commodity futures broker-dealers provide continuous contract data for a limited amount of popular symbols.

See the following Article regarding building your own:

Articles

Continuous futures contracts in MetaTrader 5

Vladimir Karputov, 2014.06.06 15:26

A short life span of futures contracts complicates their technical analysis. It is difficult to technically analyze short charts. For example, number of bars on the day chart of the UX-9.13 Ukrainian Stock index future is more than 100. Therefore, trader creates synthetic long futures contracts. This article explains how to splice futures contracts with different dates in the MetaTrader 5 terminal.

[metatradersky]

Ryan L Johnson #:

If you're alluding to "continuous contract data," most MT5 commodity futures broker-dealers provide continuous contract data for a limited amount of popular symbols.

See the following Article regarding building your own:

Think you for your reply.

 broker-dealers' continuous contract data may not be ratio-adjusted futures prices. 

The method supplied by post Continuous futures contracts in MetaTrader 5 doesn't work in backtesting. and it also is not ratio-adjusted futures prices. 

Any idea?

[Ryan L Johnson]

metatradersky #:

Think you for your reply.

 broker-dealers' continuous contract data may not be ratio-adjusted futures prices. 

The method supplied by post Continuous futures contracts in MetaTrader 5 doesn't work in backtesting. and it also is not ratio-adjusted futures prices. 

Any idea?

The closest thing that I have is a custom function for automated volume based CME MGC futures contract rollover, but that isn't what you want either.

What you need is a custom chart that implements a rather sophisticated ratio adjustment algo. Making said custom chart Tester compliant adds yet another layer of complexity. TBH, this is beyond my capability. I have to guess that such a development job is a prime candidate for the Freelance section. For the purpose of explaining what we are talking about here to the rest of the Community, I've inserted the following video: