Does anyone know of a source of or better yet a script that will create a "perpetual" futures data file for MT4?
Perpetual futures data is FRONT MONTH futures contract data that is rolled over to the next most active front month as each month comes close to expiration. Many years ago, a firm I worked with used to roll over the contract data manually to maintain "front month" futures contact data that would be several years long. As long as you know the date that the volume rolls into the next front month, you can roll the data to the next front month which would update with the current front month data, but have a long history that rolls back. Obviously this would allow for longer term charts and testing.
Is anyone aware of a MT4 script that could do this? The user would input the most recent symbol of the "history" month along with the new front month to merge into along with the "merge date" and then the script would automatically merge the history into the new front month as of the merge date.
Could someone to create such a file and post it here for those of us that trade futures with MT4. Thank you in advance.
Perpetual futures data is FRONT MONTH futures contract data that is rolled over to the next most active front month as each month comes close to expiration. Many years ago, a firm I worked with used to roll over the contract data manually to maintain "front month" futures contact data that would be several years long. As long as you know the date that the volume rolls into the next front month, you can roll the data to the next front month which would update with the current front month data, but have a long history that rolls back. Obviously this would allow for longer term charts and testing.
Is anyone aware of a MT4 script that could do this? The user would input the most recent symbol of the "history" month along with the new front month to merge into along with the "merge date" and then the script would automatically merge the history into the new front month as of the merge date.
Could someone to create such a file and post it here for those of us that trade futures with MT4. Thank you in advance.
). The other solution with Sierra costs 1 month free (trial) + 35USD for realtime feed + CME fees which are expensive if you have no broker account. You won't need it past the month after you extract your data, so in both cases you can go and disable CME (with Sierra directly you can just ditch it after the trial).
