Support Board
Date/Time: Sat, 15 Nov 2025 23:08:12 +0000
Post From: Problems with Continuous Contracts
| [2025-11-11 12:18:56] |
| TopGunTrader - Posts: 236 |
|
Hi I have a chart that is using Continuous contract method date rule rollover, back adjusted. I've tried others and have same problem. My goal is to get better stats than Sierra provides so use IF(AND(BARTIME=TIMEVALUE("09:30:00"),WEEKDAY(BARDATE) = 2), ID1.SG1,0) to show the range and delta which I put in Spreadsheet study and then copy into excel, sort largest to smallest and come up with amazing stats that have finally made me profitable. As you can see in picture this works fine UNTIL the point the previous contract is displaying price on chart. I am not sure if this is a bug or an oversight but there's not correct delta for that previous period Exhibit A in pic and the spreadsheet study that looks for days of the week doesn't work either Exhibit B. I color code those days as you can see and it doesn't work, doesn't put any value in spreadsheet either. So to summarize once the previous period comes up price seems correct, shows the range but there are two problems 1) WEEKDAY(BARDATE) is broken it does not work on past period in combined charts. 2) The delta for previous contract months is totally wrong. When I load NQU25_FUT_CME shows real delta but when its combined has almost no delta. Please please fix these issues I need correct stats. |
 Capture.PNG / V - Attached On 2025-11-11 12:13:36 UTC - Size: 274.12 KB - 15 views |