I am trying to build continuous contracts for Esignal futures symbols
for my Intraday trading database in Amibroker.
Esignal has some methods for those using their charts to do this.
However for those using thirdparty software there doesn't seem to be a
solution to this problem.
Some manual methods like exporting previous months contracts to csv
file, changing the name of the contract (symbol) to that of the new
future symbol and reimporting to ami again can be tried. But the
problem is when esignal loads it will overwrite from 2-10 days of
pastdata (depending on the bars you have set) and this will affect the
data fidelity(near month contract and next month contract data will
get mixed). {If no better solution is there a way atleast to provide
an option that ensures that esignal does not overwrite past data}
Is there a way for solving this continuous contracts problem for
non-us symbols in amibroker in the same manner that Esignal has done
for their charting.
Regards