Support Board
Date/Time: Mon, 25 Nov 2024 22:39:15 +0000
Post From: Continuous Futures Volume Based Rollover Back Adjusted
| [2014-03-13 20:18:54] |
| nth - Posts: 46 |
|
I have no idea where to "Continuous Futures Contract feature on all of the charts". But even so, I read in SC Notes section: "The advantage of this is that if you are back adjusting the data, you do not have to re-download the entire historical data for the chart, at the time of a rollover to get updated back adjusted data, since the back adjustment is done dynamically in memory. The original prices are also preserved and never modified in the chart data file. Therefore, any changes to back adjustment calculations can be dynamically done without actually modifying data." IOW, my third party addon is unable to access the modified data in an scid file if I understand correctly. If memory serves, this is why I never went this auto route in years past and have struggled with one of the other SC rollover approaches that do modify the data in the scid file. What then is my next best SC option in rolling over for dummies, i.e., me? The simplest method to have 100 futures trading days back adjusted volume roll over? Thx, nth |