Support Board
Date/Time: Wed, 27 Nov 2024 14:42:30 +0000
Post From: Futures contract rollover - continuous chart
| [2023-08-11 05:30:04] |
| User629461 - Posts: 179 |
|
I'm having problems with incorrect rollover using continuous contracts (both daily and intraday charts). Yesterday (Thur Aug 10) was the last trading day for the Aug contract of K200M, and today (Fri Aug 11) should have rolled to Sept. When Rollover was performed, it included yesterday in the rollover even though volume activity was much lower. Looking at the Global Settings for the symbol it was set to rollover on the last trading day by default, which was yesterday, but volume based rollover should have prevented this? I tried to create a Custom Rollover for the 2nd Friday of the contract month (ie today) using both Method 3 and Method9Fri and there is no change to the chart (ie rollover still occurring from yesterday). Am I doing something wrong or is the Custom Rollover not functioning correctly? Secondly, why is rollover including days when volume is actually lower than the previous contract? Finally, is there an option to select the specific date you want the rollover to occur for a specific contract month? |