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Switzerland
Experience: Advanced
Platform: Multicharts
Broker: IB
Trading: RB, GC, CL, ES, US, S
Posts: 26 since Jul 2017
Thanks Given: 9
Thanks Received: 2
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Hi, I'm new here in this forum and also new to automated Trading. 
I want backtest some markets on Multicharts, but first I have to create continuous contracts. (IQFeed)
Unfortunately I already fail on basic settings like the trading session.
For example Soybeans (ZS). The Trading Hours shown on CME is:
Sunday – Friday, 7:00 p.m. – 7:45 a.m. CT and
Monday – Friday, 8:30 a.m. – 1:20 p.m. CT
If I remember correctly Soybeans session changed the session in 2013 and before that date market open was at 5 p.m.
So if I want to backtest Soybeans without a cut in the history I have to take: So 5.p.m. - Fr 1:20 p.m. as session template.
Are there other markets which changed the trading session in the past and how to get this information?
How do you do this when you make your backtest?
I hope someone has a solution for this problem, or maybe already a list with the right trading session.
Thanks!
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