Support Board
Date/Time: Thu, 06 Feb 2025 19:48:28 +0000
Post From: Volume differs for Daily chart vs Intraday chart during rollover period
| [2020-05-06 00:42:53] |
| User629461 - Posts: 184 |
|
During backtesting when I get to the rollover period (Hang Seng mini futures using SC data), the volume on Daily chart differs significantly to the Intraday charts. For example, for Wed 27 Jun 2018, Daily chart vol is 25k but on Intraday charts its 92k. Both charts are set to 'Date Rule' rollover non back-adjusted. If I change the Daily to Volume based rollover, the volume looks better but price is out of whack to the Intraday. Conversely, if I then apply Volume based rollover to Intraday, the volume reduces to around 25k. How do I get both charts aligned? Thanks |