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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:

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.

License Activation and Subscription Management

License Codes defined

A license code is an 18-digit number that you enter into the License Activation window in Investor/RT (File > License...). The number remains in effect as long as you continue as a subscriber. The license code tells Investor/RT which product and features you have licensed at any point in time.

Retrieve your License Code

Login to the Linn Software web site using your email address and password. If you do not know your password, request a new one. Once logged in, your Licenses, Subscription, and Billing information are all readily available for viewing.

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.

What is Fast Market Mode?

Fast Market Mode is available for extreme market conditions and is rarely needed by Investor/RT users due to efficiency improvements that have been made over time. In certain circumstances, it is possible for an extreme surge in volume to result in the program getting behind on the processing of ticks. During this situation, Fast Market Mode can be turned on in order to allow Investor/RT to quickly catch up. When Fast Market Mode is on, Investor/RT streamlines the reception of certain non-trade information (bid/ask changes).

How do I delete all my symbols except those in two user-defined quotepages.

You can do this manually, by opening the .All Symbols quotepage and deleting the symbols one at a time, by clicking on the ticker symbol in the quotepage and then clicking on the red trash can icon in the quotepage toolbar. You can delete ALL the symbols by clicking on the "Ticker" column heading and then clicking on the red trash can icon on the quotepage toolbar. However, that will remove the symbols from other quotepages as well.

You can create a scan (File > Open > RTL) as shown below:

If you run two copies of IB/TWS, how do you tell Investor/RT which one to connect to when you Start Data?

Each running copy of TWS has a Socket Port number used to communicate with 3rd party applications. Normally TWS is setup to listen for API connections on socket port number 7496. Leave one TWS setup with socket port 7496. Go to the other TWS and use the Configure Menu; Configure-->API-->Socket Port and enter some other port number, e.g 7497. In Investor/RT, use the IB Menu; IB-->Setup and set the Port setting to the socket port number of the TWS to which you wish to connect.

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