Support Board
Date/Time: Thu, 16 Jan 2025 05:30:49 +0000
Post From: Need Term Structure (Forward Strip?) Chart!
| [2017-10-07 20:21:23] |
| ErikT - Posts: 121 |
|
Hi Guys, New user - loving SC so far! Great work! The single chart I use most in my work is what I call a "Term Structure" chart. See attached file for a sample from Interactive Brokers of what I am talking about. This is the same thing that Bloomberg calls 'CCRV" (Commodity Contract Curve). I primarily use only the top half of the IB chart (green rectangle in the attached grab), and wish I could turn the bottom off. Very important to be able to chart the term structure for different dates. IB does this with different shades of yellow dots. Would be much better if I could choose colors for each date. Also very important the the chart update live in real time as the various prices on the curve change throughout the day. At first I assumed you had the same thing and were just calling this a "Forward Strip" chart, as a lot of people use the phrase 'forward strip' to refer to a futures term structure. But after following the instructions in the help for creating a 'forward strip' chart, what I get just looks like a regular bar chart. I grabbed what I am seeing with the chart settings dialog open to show you exactly what I am seeing and how I set it up. I followed the steps exactly as given in the help section for forward strip. So at this point, I see two possibilities: 1. Your forward strip function is what I am looking for, but it is either broken or I am not using it correctly. If that is the case, I need help getting it working. Again, I followed the instructions in the help to the letter. 2. You are referring to something else with the phrase 'forward strip', and do not offer the type of chart I need most. If that is the case, I request you consider adding this feature which is very important to anyone trading futures spreads. If you don't have it yet, whatever you do, don't copy IB's design. It sucks. If you want I would be happy to suggest a much more elegant design. (FYI, CQG IC does it pretty well, as does Bloomberg's CCRV function, which is the same thing). Very important that it update live in real time, BTW. Please advise which of the above it is and we can go from there. Thanks! Erik |
 IB Term Struct Chart Sample.jpg / V - Attached On 2017-10-07 20:16:35 UTC - Size: 402.64 KB - 329 views SC Forward Strip Seems Broken.jpg / V - Attached On 2017-10-07 20:16:51 UTC - Size: 545.52 KB - 313 views |