Support Board
Date/Time: Fri, 27 Dec 2024 09:28:41 +0000
Post From: Help with custom symbols for building a spread (soy crush)
| [2015-12-17 04:37:41] |
| rhovega - Posts: 279 |
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You are not understanding. Due to the cost of carry, building a spread using a) a continuous contract based on months Jan+Mar+May+Jul+Sep+Oct+Dec and b) a continuous contract based on months Jan+Mar+May+Jul+Sep+Nov, will yield spurious results. That is the reason for setting/modifying the months a continuous contract uses. Which is a feature built into Sierra. As you suggest, I indeed set/customized the months used for the Continuous Futures Contract using Global Settings >> Symbol Settings >> Rollover >> Continuous Contract. For that I created a duplicate (using the duplicate symbol feature) of the instruments I'm working on, and modified the settings on the duplicate. For example, ZS includes all standard months, while ZS' includes different/customized months. I prefer to be able to call both. (i.e. have a duplicate, rather than modify the original). I am trying to call ZS' (the duplicate) by typing the name, but it is not working. Was I clear this time? Date Time Of Last Edit: 2015-12-17 04:38:48
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