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Date/Time: Wed, 27 Nov 2024 02:20:48 +0000

Post From: volume based rollover back adjusted problem

[2014-06-24 17:09:17] Link To Thread - Link To Post [Go To First Post]
User22396 - Posts: 191
here is QRBQ14 CV 60min (non back adjusted) http://www.sierrachart.com/image.php?l=1403629484223.png and QRBQ14 CVB 60min (back adjusted) http://www.sierrachart.com/image.php?l=1403629526961.png here are some examples of date based rollover rule... QRBQ14 C 60min with a 10day rollover rule (number of biz days before contract month)non back adjusted http://www.sierrachart.com/image.php?l=1403629674582.png QRBQ14 CB 60min with a 10day rollover rule (number of biz days before contract month)back adjusted http://www.sierrachart.com/image.php?l=1403629562973.png