Support Board
Date/Time: Fri, 27 Dec 2024 01:46:43 +0000
Volume and Date Rollover
View Count: 1367
| [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 |
| [2016-03-03 04:35:57] |
| |
|
1. The chart image does not meet our requirements. Follow the instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image We do not understand what you are trying to show in the chart image. However, most likely you will solve the problem by re-downloading the data: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading 2. This question is not within the scope of our support. We will not support using any rollover settings other than the default. There should be no reason to change those for index futures. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: