My experience with back-testing futures strategies is using TradingBlox and CSI Market Data. It is CSI that manages back-adjustments of historical contracts according to my specified roll schedule. TradingBlox applies indicators on the back-adjusted data and then generates orders against the nearest contract.
So my question is, who is responsible for back-adjusting futures data: MultiCharts or Interactive Brokers (my broker and data provider)? I would guess MultiCharts. Does anyone in the forum use MultiCharts? How does their roll utility compare to CSI?
Thank you.