Support Board
Date/Time: Thu, 06 Feb 2025 17:47:25 +0000
Volume differs for Daily chart vs Intraday chart during rollover period
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| [2020-05-06 00:42:53] |
| User629461 - Posts: 184 |
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During backtesting when I get to the rollover period (Hang Seng mini futures using SC data), the volume on Daily chart differs significantly to the Intraday charts. For example, for Wed 27 Jun 2018, Daily chart vol is 25k but on Intraday charts its 92k. Both charts are set to 'Date Rule' rollover non back-adjusted. If I change the Daily to Volume based rollover, the volume looks better but price is out of whack to the Intraday. Conversely, if I then apply Volume based rollover to Intraday, the volume reduces to around 25k. How do I get both charts aligned? Thanks |
| [2020-05-06 07:58:04] |
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All we can say is that make sure that the rollover date is the same between the two charts. To determine this, refer to: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months And why there is this different, is an analysis which is not considered part of the scope of our support. 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 |
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