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Direct MessagesDate/Time: Sun, 28 Apr 2024 17:09:26 +0000
Post From: Volume based rollover
| [2014-06-05 14:26:17] |
| AKR - Posts: 523 |
|
Just a question to clarify: If today the volume of the new contract is higher then of the old one then I understand the rollover is performed. But when exactly is it performed? I guess tomorrow? And will it perform then the rollover with yesterday date (as yesterday volume was higher already? = will I have the higher yesterday volume in my chart tomorrow? Or will I tomorrow see the data of yesterday with the old contract?) Do I understand that when volume based rollover is activated then it is irrelevant what settings are in the Global Symbol Settings? - because those would only aply for date rollover, right? Do I have a possibility when I trade today and I see that volume on the old contract is low and on the new one high to perform the rollover today sort of "manually"? Because now the volume is high in new contract. So I would like to change the DOM to new contract and also trade there. But of course that wont match with my charts anymore unless tomorrow.... Hope thats somehow clear... Thanks a lot!!!! ***************************************** Continuous Futures Contract - Volume Based Rollover: This option will create a Continuous Futures Contract chart and the transition date from one futures contract to the next is determined by when the daily volume becomes greater from one contract to the next at a particular day. At that particular day, the rollover occurs. This method is preferred for commodity futures which do not have a very definite calendar-based rollover rule and the rollover date can vary from one rollover to the next. |