I added the continuous ES future symbol from IQFeed (@ES#C) to Market and Symbols.
When I backtest that symbol using 1 contract it doesn't seem to be applying the point value.
am I doing something wrong?
When I backtest that symbol using 1 contract it doesn't seem to be applying the point value.
am I doing something wrong?
Rename
Select Preferences > Backtest > Futures Mode
By the way, if you're going to test the contract months, you should change that record to @ES#C, Create a Copy, and change the copy to @ES###. Then it will match symbols like @ESZ22, @ESH23, etc.
By the way, if you're going to test the contract months, you should change that record to @ES#C, Create a Copy, and change the copy to @ES###. Then it will match symbols like @ESZ22, @ESH23, etc.
Thank you Cone
Is there a reason Futures Mode isn't either linked to the symbol you are referencing or the strategy setting instead of a global setting? I'm confused on how I run a mixture of stock and future strategies at the same time.
When Futures Mode is enabled, the point value, tick, margin, etc will still only be applied if the SecurityType is Futures, Options, or something else that makes sense. SecurityType.Stock won't use these properties.
Futures Mode "enabled" is what you'd always expect. The only time you might need to turn it off is if you need to test/trade a stock symbol that's the same as a futures symbol that you've defined. It's hard to think of a case for that, but they're out there.
Thanks guys. I've been manually switching that for years. Too funny.
Note!
If you use wildcards to define futures contracts, then the probability of matching stock symbols increases a lot.
Short of using Regex, it sure would help to introduce another wildcard symbol that matched only digits, instead of any character.
For example -
Use # to match digits only and * for any character. That way ES*# could only match ESM3 and not ESMV, a stock symbol.
If you use wildcards to define futures contracts, then the probability of matching stock symbols increases a lot.
Short of using Regex, it sure would help to introduce another wildcard symbol that matched only digits, instead of any character.
For example -
Use # to match digits only and * for any character. That way ES*# could only match ESM3 and not ESMV, a stock symbol.
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