Support Board
Date/Time: Sun, 22 Jun 2025 20:49:25 +0000
Post From: Rollover procedure
| [2021-12-09 11:58:26] |
| nicktrader - Posts: 750 |
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I do not understand yet for what purpose I can use the new command. I am only interested in finding out the exact difference after the rollover, so that I can then adjust my levels. I have taken this text from this LINK Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted When there is a rollover from one futures contract to the next, on the day of the rollover, the difference between the newer futures contract open price on that day and the prior futures contract open price on that same day is calculated. This is the back adjustment amount between those two contracts. After the rollover, it is important for me to determine the exact difference value. I need this value only for FESX and in the past I could never get a correct fixed value. Therefore I always had to adjust these differences manually for each level and therefore it always cost me a lot of time. Therefore, I have been watching the above mentioned contracts for days now and unfortunately I now have to realize that the prices from the past are often readjusted. I think this is the problem... Many thanks |