Support Board
Date/Time: Thu, 23 Jan 2025 09:50:05 +0000
Post From: How long is the period for volume based back adjusted continuous contracts?
| [2018-04-04 17:53:26] |
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The transition is just from one bar to the next. It occurs on one particular chart bar. So it depends upon the timeframe of the chart bars. Further I'd like to note that it looks like that when backtesting with continuous contracts the losing trades are losing less, and the winning trades are winning less than expected if the trade is closed out on roll-over days. I assume it has to do with smoothed (trade exit) pricing. Is this possibly correct? http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#RolloverOptions 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 |