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Direct MessagesDate/Time: Sun, 28 Apr 2024 06:56:20 +0000
Auto Rollover based on volume
View Count: 1239
| [2014-12-26 18:51:48] |
| User35326 - Posts: 57 |
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SC: For some reason my ZS soybeans charts did not rolling over using the Continuous Futures Contract - Volume Based Rollover feature under the advanced setting page. The volume in the ZS was higher in the H contract on Wednesday, therefore, it should have rolled to the ZSH5 today but the charts all remained on the ZSF5? Why is this happening? I am using version 1217 from Infinity AT and with the transact feed. I just did the rollover manually,and, it worked fine. However, that is a great feature of Sierra Charts, so that I don't have to keep track of all the roll dates, I can just let the charts roll based on volume. Thanks in advance. Date Time Of Last Edit: 2014-12-26 18:54:27
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| [2014-12-26 19:24:29] |
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The Continuous Futures Contract - Volume Based Rollover option will not cause an automatic rollover of the symbol of the chart. This is documented here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#AutomaticallyRollingOverFuturesContract 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-12-26 19:35:49] |
| User35326 - Posts: 57 |
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My charts used to rollover before. I have the automatically rollover futures symbol box checked on the chart >>> chart settings screen. That should cause the auto rollover, correct? That selection is what was causing the rollover before, correct? I did not change anything on the chart and now it didn't rollover per my original post. Why? Also my charts did not do the auto rollover for the CL contract from CLF5 to CLG5 and I had to manually do the rollover. Thanks in advance. Date Time Of Last Edit: 2014-12-26 19:50:24
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| [2014-12-26 20:15:52] |
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You need to check the rollover settings for these symbols in Global Settings >> Symbol Settings. Here is the documentation: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php You will see what the settings are and can understand when Sierra Chart will perform the rollover. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-26 20:16:12
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| [2014-12-28 15:43:38] |
| User35326 - Posts: 57 |
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SC: I don't see an option to do the rollover based upon volume? For example, If I would like to do the roll from TFZ4 to TFH5 when the volume becomes higher in the H contract. If the total volume in Z is 50,000 for a given day and the total volume is 58,000 in H, then at the beginning of the next trading day, in this example it would be at 20:00 eastern since that is when the TF trading day begins, the software would do the auto roll "based on volume" since I have checked that option. I thought this is what was happening before but from your posts above, I was incorrect. Is there a way to do this auto roll based on volume now? If not, I think this would be a great feature to add on the next release. Thanks. |
| [2014-12-29 04:08:09] |
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Volume-based rollover is not supported and there are no plans for this. Refer to Automatically Rollover Futures Symbol in the Chart Settings documentation. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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