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Recommend how to implement custom history data processing

Messages : 6
Enregistré le : mar. 19 juin 2018 10:09

Recommend how to implement custom history data processing

Message non lu par jackneeson » mar. 31 juil. 2018 07:33


Many of us create requests for one feature or another because we have in mind some goal but often don't state that goal. Rather than ask for specific features, I would like to ask TSS to recommend how we should solve the problem of implementing some custom processing on historical data using MC.
Let's use an example of a continuous futures contract. I want to use the current live data to extend the price series forward but I want to use my own price series up to some point in time, say the most recent weekend or beginning of the month. How should I go about this with MC?

Any help will be apprecited.

I didn't find the right solution from the Internet.

References: ... php?t=4471
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Thank you.


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