Futures bonding - finding seams - page 2
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I suppose you could just exclude the 14th to the 17th of the 3rd, 6th, 9th and 12th months
You wrote it yourself:
Forum on trading, automated trading systems and trading strategy testing
Futures bonding - finding the seams
vito333, 2017.07.26 07:00
for example the current Si-9.17 is 21.09.2017
You yourself write:
Exactly - completion of the circulation on the 21st, but in reality all gluing and switching en masse to new contracts takes place on the 14th-15th
Exactly - completion of the circulation on the 21st, but in reality all gluing and switching en masse to new contracts takes place on the 14th-15th
Yeah, it's a bit perverse...
My understanding is that if 15th falls on a day off, then the gluing goes on the next working day - for example on 16.03.2015.
The timetable is as follows
How to find old futures - they are not in the instruments.
Right button in the market overview. Symbols-Moex-Forts-Expired is at BCS
In order to test the EA, we need to get rid of the seams on the futures glues, particularly on Si.
How do I know the dates of the stitches to eliminate them?
The idea is the expiry day - but where is the list of all expiry days? Maybe there is a programmatic way to find this, so you do not need to gather information.
Your approach to testing the Expert Advisor is wrong from the very beginning.
There is no endless futures in real, so you test on specific futures (history)
From the ACTIVE day (19-05 day of expiration of the previous futures), to 18-44 day of expiration of the current futures.
Initially, you are not approaching the testing of the EA correctly.
There is no endless futures in real, so test on specific futures (history)
From the ACTIVE day (19-05 day of expiration of the previous futures), to 18-44 day of expiration of the current futures.
I do not understand you - please, explain better.
I will clarify my position:
1. futures are actively traded from the expiration of the previous futures till the expiration of the next one.
2. The positions on the expiration day are not opened; those that are opened are closed, so there is no position rollover to another future in the glue.
3. I have no old futures - where do you propose to get them?
I don't understand you - please make it clearer.
Let me clarify my position:
1. the futures are actively traded from the expiry of the previous futures until the expiry of the next futures.
2. The positions on the expiration day are not opened; those that are opened are closed, so there is no position rollover to another future in the glue.
3. I have no old futures - where do you propose to get them?
1. the current futures is traded (actively) from 19-05 on the expiration date of the previous futures, and until 18-45 the day of its expiration
2. You can open a position until 18-45 and the expiration day
3. Old futures from 2013 are in the terminal
added
1. the current futures are traded (actively) from 19-05 on the expiry day of the previous futures until 18-45 on its expiry day
2. You can open a position until 18-45 and on the expiration day
3. Old futures from 2013 are available in the terminal (Expiried folder)
1-2. This is understandable, but one day is not much of a solution - but the use of stacking makes it possible to find a solution over a longer period.
3. hm... do you have Opening? I'm not looking for such a tool.