Support Board
Date/Time: Fri, 27 Dec 2024 18:50:17 +0000
Post From: Volume and Date Rollover
| [2016-03-03 03:46:55] |
| User815073 - Posts: 14 |
|
Hi, I need some contracts to rollover when the volume on the next contract eclipses that of the current one, creating a continuous futures contract,volume based rollover,back adjusted. I know how to do this in the Chart Settings, Advanced Settings window, but I am not getting the correct back fill. I have attached an image, I am looking to get a continuous contract with adjusted data that rolls on volume. http://www.sierrachart.com/image.php?l=1456976628140.png On other charts (index futures) I need to roll the contract and back adjust the Thursday that is one week and one day prior to expiry. I know where this is done, but the language is somewhat confusing in the setup, I think it is "Number of calendar days before Friday count within contract month", but do not know what count means in this instance. Thanks, James |