Is it possible to auto-trade a system based on ES futures, but have orders for MES futures?
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You can trade any instrument in the world based on ES futures or any other symbol.
Since ES and MES pricing is practically identical, why would you resort to a more complicated strategy to trade the external symbol?
Since ES and MES pricing is practically identical, why would you resort to a more complicated strategy to trade the external symbol?
The strategy is based on &ES_CCB futures because Norgata Data does not have mes. But I manually place orders based on this strategy for the mes futures. Is it possible to automatically transfer orders to mes?
NorgateData does have the Micro E-minis:
![](/api/discussion/download/image/8039-Screenshot-2024-07-21-183446-png)
But the quotes only go back 5 years, which might me too limited for backtesting; in which case you can always backtest with the ES and then trade the MES (during the period of their co-existence - around those 5 years - the quotes should be nearly identical).
But the quotes only go back 5 years, which might me too limited for backtesting; in which case you can always backtest with the ES and then trade the MES (during the period of their co-existence - around those 5 years - the quotes should be nearly identical).
Thank you. A year ago there was no mes. Now I have not found only mgc, mcl, vxm. Therefore, the question remains open for these futures
That's right: the quotes started appearing around a year ago; and the VXM, for example, is not yet available.
As to workarounds, there are a few. I used to do the following:
1. In Norgate Data Updater, create a Static Watchlist containing the symbols that you are interested in (the ones for the "normal" E-minis, for which you would like to trade the corresponding micros). For example, containing: &YM_CCB, &ES_CCB, &NQ_CCB, &RTY_CCB, &VX_CCB, etc.
2. Still in Norgate Data Updater, under Tools->Export Task Manager, create a Tast to export that Static Watchlist that you previously created, into CSV format, into some destination folder, like "Minis".
3. Create a batch file to copy each of those e-mini CSV files to the quote that is supposed to be the corresponding micro. Example:
3. In Wealth-Lab, create a ASCII dataset, to import the folder containing the micros CSV files. Then, under Markets and Symbols, you need to input the corresponding information.
From then on, every time that you update the Norgate Quotes, the Export task also runs; and you only need to schedule the batch copy. Then, you will have the dataset with the artificially created micros immediately available in WL.
As to workarounds, there are a few. I used to do the following:
1. In Norgate Data Updater, create a Static Watchlist containing the symbols that you are interested in (the ones for the "normal" E-minis, for which you would like to trade the corresponding micros). For example, containing: &YM_CCB, &ES_CCB, &NQ_CCB, &RTY_CCB, &VX_CCB, etc.
2. Still in Norgate Data Updater, under Tools->Export Task Manager, create a Tast to export that Static Watchlist that you previously created, into CSV format, into some destination folder, like "Minis".
3. Create a batch file to copy each of those e-mini CSV files to the quote that is supposed to be the corresponding micro. Example:
QUOTE:
@echo off
echo Copying mini contracts to micro contracts:
copy "..\Minis\&YM_CCB.csv" "..\Micros\MYM.csv"
copy "..\Minis\&ES_CCB.csv" "..\Micros\MES.csv"
copy "..\Minis\&NQ_CCB.csv" "..\Micros\MNQ.csv"
copy "..\Minis\&RTY_CCB.csv" "..\Micros\M2K.csv"
copy "..\Minis\&VX_CCB.csv" "..\Micros\VXM.csv"
3. In Wealth-Lab, create a ASCII dataset, to import the folder containing the micros CSV files. Then, under Markets and Symbols, you need to input the corresponding information.
From then on, every time that you update the Norgate Quotes, the Export task also runs; and you only need to schedule the batch copy. Then, you will have the dataset with the artificially created micros immediately available in WL.
Thank you. Of course, it would be much easier if in WL it was possible to match the strategy symbol and the symbol that is traded with the broker, for example, add another field to the "markets and symbols". &GC_CCB corresponds to MGC
QUOTE:Sure. you can do that. Just use the broker mapping feature.
if in WL it was possible to match the strategy symbol and the symbol that is traded with the broker,
That's right?
&GC_CCB=MGCQ4
&CL_CCB=MCLU4
&GC_CCB=MGCQ4
&CL_CCB=MCLU4
Maybe. Which broker?
If it's Interactive Brokers, you should use the 2-digit year for futures symbols when trading with WealthLab - see Help (F1).
If it's Interactive Brokers, you should use the 2-digit year for futures symbols when trading with WealthLab - see Help (F1).
it's Interactive Brokers
Then...
&GC_CCB=MGCQ24
&CL_CCB=MCLU24
&GC_CCB=MGCQ24
&CL_CCB=MCLU24
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