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Date/Time: Sat, 18 May 2024 10:08:35 +0000



Post From: Strange Futures Rollover

[2020-05-15 14:17:59]
Mattthespaniard - Posts: 41
In light of recent events in the WTI crude oil market, many brokers advise customers to stop trading the prompt month well before its usual rollover date. In order to comply with this I forced a rollover of my CLM20_FUT_NYMEX contract into the new CLN20_FUT_NYMEX contract last monday and adjusted all chart drawings by the amount of the back adjustment. Normally, I wouldn't have to do this because my chart settings are:

Automatically Rollover Futures Symbol ( checked )
Continuous Contract.... Continuous Futures Contract - Date Rule Rollover, Back Adjusted

Well, 3 days later the fucker has readjusted itself back to the previous CLM20 and only showing the rollover since this morning, not Monday. All chart drawings are now misaligned again.

This is inconvenient because the turmoil in the crude oil market is expected to continue and if the chart can't stay rollovered before and through the date the rule would have it to, then it's a problem. Is there anything that can be done ? Maybe unticking the automatic rollover ?