Choose instruments across asset classes
Apply the same workflow to equities, FX, indices, commodities, futures and crypto while preserving their distinct contracts.
Reviewed 2026-10-24 · Windows & macOS
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Begin with an exact contract#
AMM's shared instrument picker groups markets by asset class and source, but a familiar ticker is only part of the identity. The provider/account, exchange, currency, quantity unit, minimum step, tick size and contract value determine how a trade is interpreted.
Open Instruments, select the exact row and inspect its properties, sessions and available local history before choosing chart or research settings. Use provider-specific guides for entitlements and implementation limits. A catalogue entry does not prove that every execution path is admitted.
View full-size screenshot ↗A practical cross-asset checklist#
| Market example | Units and identity to verify | Workflow considerations |
|---|---|---|
| Equity: AAPL or MSFT | Shares, fractional permission, exchange and account currency | Regular/extended hours, corporate-action adjustment basis, SIP/IEX entitlement and short-sale permission |
| ETF: SPY or a sector ETF | Shares and exact listing | Liquidity, benchmark interpretation, adjusted history and distributions |
| FX: EURUSD or USDJPY | Broker symbol/suffix, lots versus units, pip/tick size, base/quote currency | Account-currency conversion, rollover/financing, broker sessions and variable spread |
| Index CFD: NAS100 or GER40 variant | Exact broker suffix, contract size, point/tick value | Cash/derivative price differences, provider session breaks and overnight financing |
| Metal/energy CFD: gold or crude variant | Broker contract, size unit and point value | A spot CFD is not an exchange future or a physically delivered contract |
| Future: exact ES, NQ, CL or GC expiry | Exchange, contract month, multiplier, tick value and whole contracts | Expiry, roll rules, margin, settlement/delivery and depth entitlements |
| Crypto: BTC/USD or BTCUSDT | Provider pair, quote currency, size/price filters and decimal precision | Spot inventory, venue-specific hours/outages, fees and fractional quantities |
| Option or other derivative listing | Exact contract, multiplier, expiry and admitted provider path | Do not infer order support from a security-master row; several paths reject missing or unsupported contract semantics |
These examples illustrate configuration checks, not an instrument recommendation or a promise that every named market is available on your subscription.
Build one reusable analysis process#
- Select the exact source row in Instruments or the chart selector.
- Read contract properties and trading hours; check timezone and holidays separately.
- Download or verify the needed history and its format/resolution.
- Open a chart, confirm live versus historical identity and wait for warmup.
- Apply indicators with parameters suitable to the timeframe and available source. A 20-bar calculation is not a fixed amount of calendar time across sessions.
- Prepare a fixed-size backtest or explicitly simulated order with the correct quantity unit.
- Inspect actual costs, conversion, protection and terminal results before comparing markets.
- Save an asset-appropriate chart/workspace template without silently carrying an unrelated execution account.
Handle routes without invented equivalence#
An automated strategy can have a stable logical symbol and separate brokerSymbol, liveDataSymbol and historicalDataSymbol routes. Each route falls back independently when unspecified; AMM does not infer a full provider mapping from one matching field.
Use exact compatible price and contract semantics. Routing a cash index history into a differently scaled futures contract does not create an automatic basis, FX or multiplier conversion. A cross-provider label is not a hedge ratio.
For a multi-instrument algorithm, review every instrument and execution account. Account currency conversion may require explicit instruments/rates. Historical multi-instrument execution is different from combining independently saved strategy-return sleeves in Portfolio.
Size in the instrument's units#
Calculate risk using the actual contract: for a future, price distance × point value × contracts; for shares, price distance × shares, with account-currency conversion where needed. Broker margin, gaps, slippage and fees remain separate from that simple estimate.
Use strategy/host risk controls for automated execution. App order-entry max-size and price-band fields protect their supported UI entry flow; they are not universal REST/MCP controls. Do not vary lots, units, leverage or risk percentage inside single-strategy optimization.
Compare results fairly#
Keep date ranges, session policy, initial capital, costs and source quality explicit. Equity adjusted bars, FX quote ticks and crypto trade bars carry different information. Equal bid/ask archive prices do not represent executable spreads. A continuous back-adjusted futures series can be useful for research while its actual execution routes still require real dated contracts and roll records.
Inspect winners, losers, trade count and drawdown under the chosen assumptions. A higher nominal return from a differently sized contract is not evidence of a better strategy.