custom fututes, rollover code and alert questions
Posted: Sep 02 2012
question #1,
I have created custom futures for most products but the currencies (in this case Canadian dollar) don't seem to be listed in the custom futures root symbol list (IB = data provider). I can add the required months to the symbol list but when you go to 'add custom future', there's no root symbol for Canadian dollar listed, anyone know why?
question #2,
OK, so I have a custom future, lets say Corn....I want to build a strategy that tells me whether the current front month contract has made a new 'contract high/low', so if December Corn is the front month, has it made a contract high/low SINCE ROLLOVER?, I know I could just ad the symbol without the custom future but it kind of defeats the purpose in my opinion. The reason this is important is because its a new crop, its not like ES where it doesnt matter, Rollover really is a new product in something like corn, and can have a dramatic price difference. I set rollover to No Adjustment, but that doesnt solve the problem....any help would be great.
question #3,
I have a strategy that 'alerts' when the condition is true, in the alert I include the close of a previous day....lets say close[30]....when the pop up/email appears, that close[30] only has two decimal places, so going back to the currencies, its a problem. The currencies all use 4 decimal places, so instead of getting 'sell Canadian dollar @ 1.0143'....it comes up as sell @ 1.01....might not seem like a big deal but it is.....I have the default decimals set to 5 in the strategy, the price that automatically comes with any alert has the 4 decimals, just not my text with the close[30].
Thanks for any input.
I have created custom futures for most products but the currencies (in this case Canadian dollar) don't seem to be listed in the custom futures root symbol list (IB = data provider). I can add the required months to the symbol list but when you go to 'add custom future', there's no root symbol for Canadian dollar listed, anyone know why?
question #2,
OK, so I have a custom future, lets say Corn....I want to build a strategy that tells me whether the current front month contract has made a new 'contract high/low', so if December Corn is the front month, has it made a contract high/low SINCE ROLLOVER?, I know I could just ad the symbol without the custom future but it kind of defeats the purpose in my opinion. The reason this is important is because its a new crop, its not like ES where it doesnt matter, Rollover really is a new product in something like corn, and can have a dramatic price difference. I set rollover to No Adjustment, but that doesnt solve the problem....any help would be great.
question #3,
I have a strategy that 'alerts' when the condition is true, in the alert I include the close of a previous day....lets say close[30]....when the pop up/email appears, that close[30] only has two decimal places, so going back to the currencies, its a problem. The currencies all use 4 decimal places, so instead of getting 'sell Canadian dollar @ 1.0143'....it comes up as sell @ 1.01....might not seem like a big deal but it is.....I have the default decimals set to 5 in the strategy, the price that automatically comes with any alert has the 4 decimals, just not my text with the close[30].
Thanks for any input.