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Date/Time: Sun, 08 Sep 2024 01:51:46 +0000



Rollover contract - the correct way

View Count: 240

[2024-06-17 08:25:20]
VLiviu - Posts: 223
Hi dear SC

Please advice whats the correct way to rollover a contract.
My S&P broke this morning after manual rollover.
Please see attached.

Thanks
imageScreenshot 2024-06-17 042201.png / V - Attached On 2024-06-17 08:25:07 UTC - Size: 155.73 KB - 38 views
Attachment Deleted.
[2024-06-17 10:19:31]
VLiviu - Posts: 223
forgot to mention that I am connected to your trading evaluator server
[2024-06-17 12:27:59]
Sierra_Chart Engineering - Posts: 16292
Two things about this. In order for order fills to match, you cannot use one of the Back Adjusted options:
Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options

And set this to Yes in Chart Settings:
Chart Settings: Load Order Fills for Multiple Futures Contracts (Chart >> Chart Settings >> Trading menu)
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-17 12:35:12]
VLiviu - Posts: 223
Got it, thanks!
So, how do I choose my rollover? What should I have choose from that menu?
-date rule?
-volume based?

or I can select "volume based, back adjusted and ignore the messed orders?
[2024-06-17 12:36:40]
VLiviu - Posts: 223
All I need is the chart to be correct, I can hide the old orders from old dates
Date Time Of Last Edit: 2024-06-17 12:36:58
[2024-06-17 12:44:44]
Sierra_Chart Engineering - Posts: 16292
Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings

After this, use Date Rule Rollover.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-17 13:02:02]
VLiviu - Posts: 223
Thanks!
[2024-06-17 16:22:51]
VLiviu - Posts: 223
after following your steps, I got this (attached)
Is this correct?

Thanks
imageScreenshot 2024-06-17 042201.png / V - Attached On 2024-06-17 16:22:46 UTC - Size: 24.33 KB - 36 views
[2024-06-17 17:26:48]
John - SC Support - Posts: 34254
Yes, that is correct. It shows you the actual prices of the contracts. There is a difference in price between the old contract and the new one, which is why you have the gap.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-17 17:42:01]
VLiviu - Posts: 223
Appreciate it, John!

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