Support Board
Date/Time: Mon, 21 Apr 2025 13:08:37 +0000
Fine Tuning the Contract Roll?
View Count: 111
| [2025-02-26 08:09:28] |
| Le Dharma - Posts: 82 |
|
Hey Sierra. I am studying Prices on a Daily, going back a few years. There was a time that Energy prices went negative, on the expiring contract. Sometimes the expiring contract, has extremely important data, that we might know nothing about if we use a standard Rollover system. If we use the traditional methods we've been given, either Date-based Roll, or Volume-based Roll, we cannot see the expired contract which went negative. Now, I remember those days, and Sierra's Volume-based Roll, did show the expired contract as it went negative. However, a few weeks to months later, that expired contract did not show up in the Continuous volume-based rollover. And does not show up in Date-based Roll. Does Sierra offer a way to fine tune the rollover date? Sometimes yall have interesting ways to build or manipulate chart data. Could we set the rollover date, to be, X days after the volume rollover? OR, could we set the Rollover date, to be X days before, or X days after the Date based rollover? If Yall do not currently have any method to Adjust the Rollover Date, would you consider making that addition in the future? When might this feature be added? Thanks Sierra Team. -Benjamin |
| [2025-02-26 15:27:12] |
| John - SC Support - Posts: 39362 |
|
If you are using a Date Based Continuous Contract, then you can adjust the rule that is used to determine the rollover. Just keep in mind that this is going to affect all contracts. There is no way to only specify a change to a single contract. Refer to the following: https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#RolloverMethod For the most reliable, advanced, and zero cost futures order routing, use 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: