Support Board
Date/Time: Mon, 25 Nov 2024 02:59:48 +0000
Post From: Contineous Futures Contract and backtesting/replay
| [2024-04-13 15:41:39] |
| Tony - Posts: 518 |
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When I started using Sierra Chart, I didn't use Continuous Contract, because I never found any relevance between front and back contracts. Then I had another issue, when the new contract started, there weren't enough bars to cover the whole chart window, and since bars are always printed from the far left, I got a wide empty space on the right side of the chart, that is not good for me, because all my custom studies stay on the right side of chart window. And unfortunately, there no settings to change that. Until I found this solution by using Continuous Contract, to push the candle bars of front contract rightward. I set the rollover date as 2nd Friday in "Symbol Settings", because volume of new contract starts to pick up on that day. I can not find "Date Exclude" settings you mentioned any where. See attached image of 1-hour chart of ES mini June Contract: Blue line circles the bars of front contract, and red line circles the back contract. The "gap" is not a real gap, only because the price differences of 2 different contract. (I use date rule rollover, no adjustment at all, so I see the price as is) My problem solved, and I took one step further, I set bar drawing type as "blank" and wrote my own subgraphs to replace the main graph, so on my chart, I don't see any bars in the red circle. Date Time Of Last Edit: 2024-04-13 15:42:35
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