Support Board
Date/Time: Sun, 22 Jun 2025 20:29:20 +0000
Post From: Rollover procedure
| [2021-12-02 10:00:53] |
| nicktrader - Posts: 750 |
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To mark my levels I use rectangles and also different lines. Some of the levels go back several months. To avoid redrawing the levels after rollover, I manage the adjustment with the tool "Manage Chart Drawing Window". Therefore it is very important for me to know the exact adjustment value, because I use "back adjusted". As I have read, the calculation is based on the open historical price of both (current and next following) contracts and then the difference will be calculated. For several days now I have been watching the Dec21 and Mar22 contracts of ES and FESX (historical). I noticed that on the current day, the difference always deviates from the previous days. So we have today for the ES a difference of 5 points and for the FESX of 14.5 points. On the next day, however, these values are corrected again (I assume after closing of Stock Exchange). So the ES shows a permanent difference of 6.75 and the FESX of 2 points. Tomorrow we will no longer see the differences of 5 and 14.5 points, but 6.75 and 2 points (so far). My question now is what difference value do I need to work with on rollover day to have a clean adjustment of my Drawings. Or maybe should I adjust the Drawings one day after the Rollover. Which value is taken by you on the rollover day and can it be that this value changes again on the next day? I would be very happy if you could tell me exactly how I should proceed. Many thanks |