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Date/Time: Sun, 11 Oct 2026 23:56:18 +0000



Post From: Add a new back adjustment for continuous futures contracts

[2026-08-27 21:36:15]
Sierra_Chart Engineering - Posts: 25136
Might not be difficult to add, but the formula is not clear for us.

Would it be possible to add one more back adjustment option that is multiplicative (Ratio Back-Adjustment)? Where Ratio = P_{new, roll}/{P_{old, roll} and P_{adjusted} = P_{old}*Ratio

It is best to explain it as a series of calculations steps, involving three contract months.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2026-08-27 21:36:34