support

All About Futures Rollover in Investor/RT

It's that time of the quarter (or month), time to roll over your futures contract to the new month. At the time of editing this topic, ESM4 (June 2024) is about to expire and ESU4 (Sept 2024) is becoming the new front-month contract. To keep relevant long term view analysis (especially the one involving Volume profile), the vast majority of our users wish to remove the gap created in the continuous contract (@ES#) data when a contract rolls over. Let's review this simple procedure:

How can I setup Investor/RT for automatic trading with Rithmic, CQG, or Gain? (Autotrading)

The brokerage integration features of Investor/RT currently operate with Rithmic, CQG and Interactive Brokers. These brokerage features are designed to provide what you may call "trading from the charts", where signals and button clicks are employed to initiate trading actions. Feedback on current position, average fill price, and working order size and price levels is provided in the charts automatically.

Interactive Brokers Configuration

Trader Workstation Configuration

  1. Open Trader Workstation and go to File > Global Configuration.
  2. Click on API in the left menu that appears and then choose Settings in the right section of the window.
  3. Check Enable ActiveX and Socket Clients and set the Socket Port field to 7497.
  4. Press OK to close the window. Follow the instructions in the next section below to configure Investor/RT.

Investor/RT Configuration

How can I access Market Indices like the TICK.Z, TRIN, ADD, VIX, TYX, TNX, PREM etc.

Access to Market Breadth Indices and other Statistics like the TICK.Z, TRIN, ADD, VIX, TYX, TNX, PREM etc., are available at an additional cost if you are using DTN IQfeed or ESignal for real time data. To add these to your account, you will have to contact them directly. If you are feeding Investor/RT with a broker feed and using DTN Market Access for historical data, you may notice that these indices are available by downloading them but the data is not flowing in real time.

Understanding Dynamic Profiles and MPB or BOP

Dynamic Profiles allow the price action of the market to dictate the duration of a profile. As price continues to trade within a given range, a profile will continue to build. New profiles are only formed once price moves to new levels relative to recent bars.

Setting up InvestorRT for Forex markets

Below are the market hours for Forex (US/Eastern).

The highest volume / most activity is found during the periods where the markets overlap (seen below). For this reason, these periods are generally considered the best times to trade.

Why do long term @ES# charts show different prices in prior months than other charting services?

Investor/RT uses DTN premium adjusted continuous contract historical data while other charting products are likely using the raw @ES# continuous contract historical data. The adjusted contract is premium adjusted so that charting of price on front month rollover days is smooth, no discrete gap up that has to do with time premium and little to do with market sentiment. We provide a means to turn off this default behavior in Investor/RT using a configuration variable.

How do I change the default Account Balance Chart that comes up as part of the output of a backtest?

When performing a backtest of a trading system named X, if the Account Balance Chart checkbox is checked in the backtest setup, a chart of the trading system ticker $X is produced. Users who wish to customize the account balance chart in various ways can do so by revising the chart then right-clicking in the chart and issuing the Save As Default Chart command, thereby saving the customized version of the chart as the default for the the ticker $X.

How do I import external historical data from a text or csv file?

The Import Window is accessible via the Data menu. Investor/RT supports importing of daily, weekly, monthly, or intra-day data.When importing historical data you must specify via the Import Format menu, how the data in the input file is arranged. When the desired format is not one of the formats available in the menu, go to File > Preferences > QuotePage > QuotePage Formats to create a format that lists the incoming data fields in order. The newly format name will then be available for selection in the Data > Import window.

Pages