Continuous futures contracts / Adjustment
Willbur:
In many programs (CGQ Desktop, Ninja, Sierra etc) a functionality is offered for Continuous contracts called 'Ajustment'.
This does not exist in MT5. I would like to write this myself.
My idea would be to modify the @DD history. Based on the data for DDM21, DDU21, DDZ21 etc. or simply by adjusting it by the given spread from contract to contract.
Does anyone know the record structure of the .hcc files?
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BTW: In the @DD I get from CQG via AMP, there is an error: The DDM21 was taken over with 200 points offset into the @DD. On my error message to the MT5 team of CQG I have not received any meaningful feedback until today.
In many programs (CGQ Desktop, Ninja, Sierra etc) a functionality is offered for Continuous contracts called 'Ajustment'.
This does not exist in MT5. I would like to write this myself.
My idea would be to modify the @DD history. Based on the data for DDM21, DDU21, DDZ21 etc. or simply by adjusting it by the given spread from contract to contract.
Does anyone know the record structure of the .hcc files?
---------------
BTW: In the @DD I get from CQG via AMP, there is an error: The DDM21 was taken over with 200 points offset into the @DD. On my error message to the MT5 team of CQG I have not received any meaningful feedback until today.
You don't need to know that.
Just use a custom symbol.
To my knowledge AMP support is terrible.
I tried to open an account with AMP and had issue with receiving confirmation code on my phone having received that of email. Endless attempts to chat on her website for support always ended up in frustration with no physical person to attend to me except computerised questions and responses which did not address my issue.
Are AMP Global and AMP Futures same or different brokers?
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This does not exist in MT5. I would like to write this myself.
My idea would be to modify the @DD history. Based on the data for DDM21, DDU21, DDZ21 etc. or simply by adjusting it by the given spread from contract to contract.
Does anyone know the record structure of the .hcc files?
---------------
BTW: In the @DD I get from CQG via AMP, there is an error: The DDM21 was taken over with 200 points offset into the @DD. On my error message to the MT5 team of CQG I have not received any meaningful feedback until today.