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Are MT5 Continuous Dat@ reliable?

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  • Are MT5 Continuous Dat@ reliable?

    How reliable MT5 continuous charts of futures contracts are to backtests purposes, in a intraday basis. I have compare DSX@ chart data with other sources and I have found significant differences. How the futures contracts are merged? Are they really usefull to trading system research for long time intervals?

  • #2
    Yes, the data used to create the @ - Continuous Contracts is from CQG.

    How Futures Contracts are Merged > active continuation is built with rollover by volume, meaning that the switch from the front month to the next is done not based on the calendar expiration, but as soon as the total daily volume for the next contract becomes higher than that of the front month.

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    • #3
      Please use symbols @EP @ENQ @CLE @RTY @YM @GCE @USA for the majors continuous contract on MT5 click W1 for weekly look back..there should be 10 years of data

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      • #4
        There is the possibility of having continuous contracts for future buses such as MNQ and MES.
        I did not find them in the list

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        • Support
          Support commented
          Editing a comment
          Please try @MES @MNQ @M2k and @MYM

      • #5
        Only @MES
        Click image for larger version

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        • #6
          Please contact us for assistance with this issue. https://www.ampfutures.com/contact-us/

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