My experience with back-testing futures strategies is using TradingBlox and CSI Market Data. It is CSI that manages back-adjustments of historical contracts according to my specified roll schedule. TradingBlox applies indicators on the back-adjusted data and then generates orders against the nearest contract.
So my question is, who is responsible for back-adjusting futures data: MultiCharts or Interactive Brokers (my broker and data provider)? I would guess MultiCharts. Does anyone in the forum use MultiCharts? How does their roll utility compare to CSI?
Use this forum to discuss data providers like CSI, charting, or other non testing software.
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