Support Board
Date/Time: Tue, 26 Nov 2024 16:29:43 +0000
Post From: Continuous contract questions
[2014-05-20 02:31:59] |
User22396 - Posts: 191 |
According to those rules the rollover would be May 20. So if you have Chart >> Chart Settings >>Automatically Rollover Futures Symbol enabled, then there would be an automatic rollover when the chart is reloaded or the Chartbook is opened. Otherwise there would be no notification of this. I do NOT have 'automatically rollover future symbol" but I am pretty sure if i open the chart tomoro it will say roll to next contract?and if i choose to NOT use a rollover rule by using "volume based rollover back-adjusted" wouldn't SC alert me to the rollover due to the volume change? and you mention above: if you rollover the contract yourself early, the back adjustment may not function properly but how do i know if i am rolling too early? (or in this case i am too late as volume shifted to CL july on thurs or friday last week but i am still on june) wouldnt something in SC tell me to roll since volume has shifted?thanks |