Support Board
Date/Time: Fri, 18 Jul 2025 09:56:59 +0000
Post From: GAP issues on Continuous Contract
| [2023-03-14 09:05:37] |
| User687917 - Posts: 79 |
|
Hi, I have charts with "Continuous Futures Contract - Volume Based Rollover". Data Denalli and SC v2480 Yesterday I opened chartbook with SP500, NQ, Russell and DOW in H23 contract, it asked me to rollover and I did it, I got a GAP in these charts (a lot of price displacement from one day to another). Consulting with friends, they do not have any GAP in their platforms, and prices of the previous day were very different from what appeared in my charts. The relevant levels (support-resistance) that I had marked did not match either. I was trading thinking that this GAP was normal, marking relevant zones based on it. With the problems that this led me to make mistakes. After finishing my session, I decided to review that GAP, and I discovered that changing from "Volume Based Rollover" to "Volume Based Rollover Back Adjusted" the GAP disappeared and it looked more like the charts that my friends showed me. I also tried with the Date rollover and the same thing, the normal one shows GAP and the Back Adjusted one does not. I thought that the "Volume Based Rollover" would be the "recommended" for the charts to make the rollover depending on the volume traded, but that this did NOT affect the price displayed, but at most the volume. I attach images of the NQ with the "Volume Based Rollover" and "Volume Based Rollover Back Adjusted" (the GAP one is the "Volume Based Rollover"). So, what is the correct way to have continuous contracts on the charts without these GAPS or similar problems? |
 F.US.ENQM23 F.US.MNQM23 [CBV][M] 5 Min #2 2023-03-14 04_.png / V - Attached On 2023-03-14 09:03:56 UTC - Size: 53.54 KB - 187 views F.US.ENQM23 F.US.MNQM23 [CV][M] 5 Min #2 2023-03-14 04_0.png / V - Attached On 2023-03-14 09:04:03 UTC - Size: 48.34 KB - 163 views Attachment Deleted. |