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Date/Time: Tue, 14 May 2024 00:40:41 +0000



Post From: Problem with volume-based rollover

[2016-12-02 23:01:23]
Sierra Chart Engineering - Posts: 104368
If you compare the contracts CBX15/CBZ15 side by side (attached) then it's pretty clear that the volume shifts between them around 10/12/15 and I would thing the algorithm should detect that.
Actually we now know what the reason for the problem is and we really cannot solve it. The date-based rollover was different in the past and there is a reliance on that in order to reliably determine a volume based rollover.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2016-12-02 23:01:49