Support Board
Date/Time: Tue, 26 Nov 2024 20:15:40 +0000
Automatic Rollover of Non-Prompt Contracts - e.g across the crude curve
View Count: 260
| [2023-10-20 09:00:42] |
| User222959 - Posts: 15 |
|
Hello, I am currently working with Brent on a chartbook with a number of charts observing across the forward curve. Instead of using the forward curve function you provide I am interested in interpreting the data across each contract myself, so have charts open EBZ23, EBF24, EBG24, EBH24.. I want to be able to automatically rollover each of these contracts, so that on the prompt month roll-over they all shift forward. In this example the charts open would become EBF24, EBG24, EBH24, EBJ24.. I couldn't find anything specific about this? I could possibly offset the rollover date by a fixed amount, e.g. 30 days, but this could lead to different months rolling over on slightly different days because of different length of month, which isn't ideal. General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts) Currently I am manually adjusting each charts future code apart from the front month which SC can automatically roll, but this is very time consuming. Any help would be appreciated. |
| [2023-10-20 15:43:32] |
| John - SC Support - Posts: 36307 |
|
The only way to do this would be to create a custom study that would change the symbols for you. There is nothing built into Sierra Chart to roll a chart for a symbol that is not actually the front month. Refer to the information at the following link: How to Build an Advanced Custom Study from Source Code For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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