Login Page - Create Account

Support Board


Date/Time: Sun, 28 Apr 2024 09:29:46 +0000



Post From: Future spreads seasonality

[2019-11-24 19:36:46]
Sierra Chart Engineering - Posts: 104368
But that is not going to accomplish what they need. To calculate the average value of a particular spread over a period of for example 5 years or 10 years or longer, requires loading and multiple sets of data, performing difference and average calculations, and ensuring there is proper alignment of the days of data, between the different years for each spread. The alignment of data, is not a simple thing.

We also added this to the documentation:
Additionally, the Chart >> Chart Settings >> Advanced Settings 3 >> Load Empty Bars for Date Range is enabled. Also, in the Chart Settings the Date Range is specified to be January 1 for a particular year to December 31 in the same year. The year does not matter in this particular case.

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