Support Board
Date/Time: Tue, 26 Nov 2024 22:10:51 +0000
Post From: Cont Contract
| [2014-06-18 13:53:39] |
| 100 - Posts: 147 |
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I am looking at the difference between the Tradestation Cont Contract, and Sierra's. Are there any other ways to customize these contracts? B/c in Tradestation, I can alter the number of days before expiration, & I can alter the number of days after volume changeover. However, In Sierra - I can't customize these at all. What are Sierra's 'standardized' settings for these things? Is there any other reason why Tradestation's @ contract is so very different from Sierra's. (I am using Rithmic). There appears to be something wrong with how Sierra or Tradestation calculates continuous contracts, and I'd like to figure out what that is. (also, why does the volume based rollover on back adjusted contracts not actually back adjust after rollover? This is kind of absurd, no?) |