Support Board
Date/Time: Fri, 27 Dec 2024 08:38:36 +0000
Help with custom symbols for building a spread (soy crush)
View Count: 1565
| [2015-12-16 15:56:05] |
| rhovega - Posts: 279 |
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Hi, I'm trying to plot the Soy Crush spread, which uses ZS, ZM and ZL. ZS and ZM/ZL have different months. Therefore need to customize symbols to ignore contract months not shared. Under Global Symbol Settings I made a duplicate of the three symbols, and on the duplicates, under the General tab, unticked the months not shared (V/X/Z). Lets take ZL for example. The duplicates' name is "ZL-######-ECBOT - Copy". I also renamed the Historical Chart Symbol to "ZL?##-Copy". I'm trying to pull up that chart by typing the new name. Tried both ZL-######-ECBOT - Copy and ZL?##-Copy, both using either ## or 01 (ie, the next contract, which is Jan). Chart fails to load up. Could you tell me please what am I doing wrong? Thank you |
| [2015-12-16 18:02:39] |
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You do not need to do anything in Symbol Settings for this. There would never be anything to change there. You need to open all three of those charts and use this Spread study: http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s53 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-16 18:07:22] |
| rhovega - Posts: 279 |
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Thank you. That will be useful. But I do need to change symbol settings, because I need to exclude some months from the continuous contract. How else would I do so without modifying the symbol settings? |
| [2015-12-16 18:33:39] |
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Not sure that would make sense to exclude certain contract months. With the type of set up we have specified by using that Spread study, there should be no need to alter Symbol Settings.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-16 18:48:45] |
| rhovega - Posts: 279 |
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Must exclude months to build a continuous spread composed by contracts with different months. How can I achieve this (exclude months) please? |
| [2015-12-17 04:13:38] |
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We have thought about this and it does not come across logical to us and we can see no reason for it. If there is a futures market which has quarterly contracts and then another one with monthly contracts, you can certainly compute the spread between these. In the case of a Continuous Futures Contract chart, at each bar in the chart, the particular contract month which is the most active month, is what is included. Unless we do not understand your objective. In Global Settings >> Symbol Settings >> Rollover >> Continuous Contract, you can set the months used for the Continuous Futures Contract independently from the the standard contract months for that particular futures market. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-17 04:14:48
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| [2015-12-17 04:37:41] |
| rhovega - Posts: 279 |
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You are not understanding. Due to the cost of carry, building a spread using a) a continuous contract based on months Jan+Mar+May+Jul+Sep+Oct+Dec and b) a continuous contract based on months Jan+Mar+May+Jul+Sep+Nov, will yield spurious results. That is the reason for setting/modifying the months a continuous contract uses. Which is a feature built into Sierra. As you suggest, I indeed set/customized the months used for the Continuous Futures Contract using Global Settings >> Symbol Settings >> Rollover >> Continuous Contract. For that I created a duplicate (using the duplicate symbol feature) of the instruments I'm working on, and modified the settings on the duplicate. For example, ZS includes all standard months, while ZS' includes different/customized months. I prefer to be able to call both. (i.e. have a duplicate, rather than modify the original). I am trying to call ZS' (the duplicate) by typing the name, but it is not working. Was I clear this time? Date Time Of Last Edit: 2015-12-17 04:38:48
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| [2015-12-17 20:28:33] |
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For the duplicate Symbol Settings for ZS', the chart data files loaded in the chart and the main data file for the chart need to be renamed to match this. You can do this through File >> New/Open Historical Chart.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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