Support Board
Date/Time: Sat, 15 Nov 2025 23:03:41 +0000
Problems with Continuous Contracts
View Count: 137
| [2025-11-11 12:18:56] |
| TopGunTrader - Posts: 236 |
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Hi I have a chart that is using Continuous contract method date rule rollover, back adjusted. I've tried others and have same problem. My goal is to get better stats than Sierra provides so use IF(AND(BARTIME=TIMEVALUE("09:30:00"),WEEKDAY(BARDATE) = 2), ID1.SG1,0) to show the range and delta which I put in Spreadsheet study and then copy into excel, sort largest to smallest and come up with amazing stats that have finally made me profitable. As you can see in picture this works fine UNTIL the point the previous contract is displaying price on chart. I am not sure if this is a bug or an oversight but there's not correct delta for that previous period Exhibit A in pic and the spreadsheet study that looks for days of the week doesn't work either Exhibit B. I color code those days as you can see and it doesn't work, doesn't put any value in spreadsheet either. So to summarize once the previous period comes up price seems correct, shows the range but there are two problems 1) WEEKDAY(BARDATE) is broken it does not work on past period in combined charts. 2) The delta for previous contract months is totally wrong. When I load NQU25_FUT_CME shows real delta but when its combined has almost no delta. Please please fix these issues I need correct stats. |
 Capture.PNG / V - Attached On 2025-11-11 12:13:36 UTC - Size: 274.12 KB - 15 views |
| [2025-11-11 16:28:20] |
| John - SC Support - Posts: 43003 |
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There is no reason the Continuous Contract would have any impact on the Day of the Week or the Date/Time of a bar. Where are you using the formula you give? The item "BARTIME" and "BARDATE" are not spreadsheet functions, these are only for the Alerts. So if you have those in a spreadsheet, you should be getting an #NAME error. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-11 18:15:54] |
| TopGunTrader - Posts: 236 |
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I used the spreadsheet formula if command to show the day of week and time of day for my stats it does work as you can see in picture the colors show up on that particular day and time. When it fails is the PREVIOUS period. Also the delta is completely wrong on continuous contracts for PREVIOUS contracts. Maybe the way I'm using spreadsheet formula to find and show ONLY day of week and time of day wasn't meant to work. Is there a correct way to put day of week and time of day range and delta into spreadsheet study so I can copy to Excel and create stats that give me an edge? As you can see in pic the weekday and time work fine UNTIL the previous contract is put on. Notice the 2 contract periods deltas don't match look at A there's almost no delta from 8/22 to 9/11 but on top chart on the NQU25 contract its just fine. There's no doubt doing a continuous contract does not show correct delta for previous contracts on the NQZ25 chart. |
| Capture.PNG / V - Attached On 2025-11-11 18:13:46 UTC - Size: 327.05 KB - 13 views |
| [2025-11-11 19:18:46] |
| John - SC Support - Posts: 43003 |
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The "Spreadsheet Formula" will work fine in this case, and explains the formula you used. Please get us that chart, as we are not understanding how everything is setup to be able to give proper advice. Follow these instructions to get us the chart: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-12 12:09:10] |
| TopGunTrader - Posts: 236 |
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Here's my chartbook I use ID5.SG1 to change day of week fast each day. As you will see there should be no reason the day of week stops working on 7/22.
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 NQ_30m_StatLevels_PerDayTEST.Cht - Attached On 2025-11-12 12:08:23 UTC - Size: 9.14 KB - 3 views |
| [2025-11-12 16:03:59] |
| John - SC Support - Posts: 43003 |
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The reason the Tuesdays aren't being highlighted in the previous contract is due to the Input of "Number of Bars to Calculate" in the Spreadsheet Formula where you define the day of the week, where this is too low. It is just coincidental that it is occurring right where the contract changes.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-12 18:08:27] |
| TopGunTrader - Posts: 236 |
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Hi, Was excited to hear this however I changed all the bars from 20,000 to 50,000 and its not working. For one you can see visually the bars are green and pink if for that day and time I immediately saw it wasn't working as they weren't drawn all the way back stops at exact same date. I downloaded new Sierra this morning it appears the delta is now showing up right for past contracts. I use date/time for that as well and show it on Subgraph4 but its not showing up either along with the range for days before 9/10. |
| Capture.PNG / V - Attached On 2025-11-12 18:05:41 UTC - Size: 329.9 KB - 3 views NQ_30m_StatLevels_PerDayTEST.Cht - Attached On 2025-11-12 18:06:10 UTC - Size: 9.37 KB - 3 views |
| [2025-11-12 19:20:51] |
| John - SC Support - Posts: 43003 |
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You need to change the Spreadsheet Formula that sets the day. For instance, in the chart you gave us previously, this has a formula that is "3" to denote a Tuesday. This has the "Number of Bars to Calculate" set to "2000". This needs to be changed to a higher value (such as 10000).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-12 20:58:18] |
| TopGunTrader - Posts: 236 |
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Hi, I can't thank you guys enough! I originally hard coded the day in each spreadsheet formula and changing them all each day was a pain and I set that variable so I can change them all in 5 seconds. I changed all the rest to 20,000 then 50,000 and FORGOT to change that one. I'm sorry for wasting your time appears all along it was 100% my screw up thank you for helping me. I'm finally making money after 4 years all due to your software and stuff I've coded thanks again for great support. |
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