Support Board
Date/Time: Fri, 27 Dec 2024 05:50:30 +0000
Post From: Back adjusting price in SC for ES contract on AMP-CQG account
| [2015-12-14 21:19:59] |
| Yoda - Posts: 106 |
|
Thank you very much for the additional information. I was able to successfully set the back adjusted amount to -7.75 I'm still not clear why using the settlement prices will not produce correct price differences between one futures contract to the next. I acknowledge that the exchanges use algorithms to calculate the settlement prices, but once the settlement price is set, what makes it inaccurate to use that figure? P.S. The help page ( https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html ) states: ...you would want to edit either ZWZ15.dly or F.US.ZWAH16.dly
1st, There is a missing an "A" in ZWZ15.dly, it should be ZWAZ15.dly. 2nd, In testing, I found that changing the new contract file F.US.EPH16.dly did not work. The price change only worked when I changed the open price in the expired contract file EPZ15.dly. I'm not sure if I was doing something wrong, or if the help page should be referring to changing only the expired contract file. Kind regards, Richard |