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Direct MessagesDate/Time: Sun, 05 May 2024 19:37:56 +0000
Post From: future contract rollover
| [2013-12-14 10:17:58] |
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There are several things to understand here. For the current contract being charged in the chart, the rollover has to be done manually or it can be done automatically if you have enabled Chart >> Chart Settings >> Automatically Rollover Futures Symbol. If you are doing it manually, then you control the rollover. If you do it automatically, then it occurs on a specific date. For how that Date is determined, refer to the documentation for the Automatically Rollover Futures Contract option. For historical contracts loaded into the chart when using the Continuous Futures Contract feature, this is based on volume. We are going to change this to work off a particular date. We will also support a volume-based rollover. And also, the only case that there is an exact rollover date is in the case of stock index futures. For commodity futures, there is a variation. There most definitely is not a standard. Not at all. When it comes to the rollover, you need to do it manually to ensure it is done at the right time. Understand what you are charting and trading. The main purpose behind the Automatically Rollover Futures Contract option, is to cause a contract which is expired, to automatically rollover if it is expired when you open up a Chartbook. It is not meant to be relied upon to tell you when you should start trading another contract. This is your responsibility. If you do not reopen the Chartbook, the automatic rollover will not occur. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-12-14 10:21:35
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