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Sorting Futures in Watch List

Posted By smersh 8 Years Ago
Posted Sunday December 11 2011
When sequentially back testing a big list of futures contracts, It can be easy to accidentally get out of order when selecting each contract.


The watch list shows the futures like this:

YM 032007
YM 032008
YM 032009
YM 032010
YM 032011
YM 062007
YM 062008
YM 062009
YM 062010
YM 062011
YM 092007
YM 092008
YM 092009
YM 092010
YM 092011
YM 122007
YM 122008
YM 122009
YM 122010
YM 122011

When running a sequential (eg 2007.03, 2007.06, 2007.09....) BT for each contract individually, it's easy to select the wrong year or generally lose one's place.

So it would be great if futures contracts were sorted by expiration date.... (probably same goes for options)

As a solution I create a folder for each symbol with a date encoded like this and put one contract in each, but it is tedious and messy to setup etc:

YM 2007.03
YM 2007.06
YM 2007.09
YM 2007.12
YM 2008.03
YM 2008.06
YM 2008.09
YM 2008.12

Edited: Monday December 12 2011 by smersh

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