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Date/Time: Wed, 17 Sep 2025 15:47:37 +0000



Post From: Back adjusted chart had price gap. Fixed it, however, can this be avoided moving forward?

[2025-09-15 15:03:56]
marketorderer - Posts: 11
Good morning. On Sunday, I had an ES chart open all day and into the Sunday open. This chart was set to Continuous Contract - Volume Based Rollover - Back Adjusted. Automatically Rollover Futures Symbol = Yes. My understanding is that this should avoid 'gaps' in price upon rollover.

Upon a chart reload from changing a lookback study input, a price gap appeared on the chart.

I double checked my contract settings, tried on fresh charts, different bar periods, and looked into some Sierra Chart documentation, I saw this section where I tried anything else listed that I hadn't already: Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month

None of those resolved it until Step 5 "Edit >> Download Data from End of Chart" which got rid of the gap. Great, however...

This brings me to my main question:

Does anyone know why this might have happened and how to avoid this + its manual fix moving forward? This would be important to me, as I plan to run an automated trading system in the near future, and this happening + requiring a manual fix would be something I'd like to preemptively avoid.

If there's any other chart setting, global setting worth looking into and 'correcting', I would greatly appreciate any insight.

Thank you in advance.
Date Time Of Last Edit: 2025-09-15 15:07:48