Support Board
Date/Time: Mon, 25 Nov 2024 07:59:53 +0000
Post From: Best continuous futures contract rollover rule for CL
| [2014-01-09 16:34:04] |
| User59135 - Posts: 15 |
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It was mentioned in a sticky that the volume based rollover rule might be better for commodities. What would be the suggested/recommended rule for the Crude oil contracts, the volume based rollover rule or volume based back adjusted rollover rule? Or a date based rollover rule? Also, what is "Historical pullback data"? Thanks. |