Support Board
Date/Time: Sat, 07 Mar 2026 21:31:14 +0000
Post From: Trade Activity Log-viewing order fills on Continuous Contract chart
| [2026-01-26 07:09:48] |
| Sierra_Chart Engineering - Posts: 23174 |
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I think I should just discard "Back Adjusted" and start using "Date Rule Rollover".
There will definitely be differences in the data with a Back-Adjusted continuous contract for different contract front months, as the back-adjustment is going to be different. As a normal practice, I intentionally exclude 5 days before going into each contract expiration month. I don't trade during the week of contract expiration so I don't want to include in backtesting. Would this affect the "Back Adjusted" logic since the chart data for those days are not loaded i.e. skipped during replays?
No, this will have no affect on back adjustments. Dates you exclude, if they are actually present in the historical daily data files which are used for back adjustment calculations, will still be used in the calculations. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |