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Direct MessagesDate/Time: Sun, 19 May 2024 05:24:07 +0000
Continuous contract rollover request
View Count: 1279
| [2015-03-21 20:28:30] |
| User22396 - Posts: 191 |
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When selecting Continuous Futures Contract in 'chart settings>advanced' the contract changes at midnight instead of the start of the new trading day...can you change it to the start of the new trading day (globex 5pm cst open) instead of midnite? You should be able to adjust the 'logic' since SC can reference 'start of trading day' I remember when you added the vertical grid line "start of trading day". Also I notice the 'show rollover dates' no longer shows up on an intraday chart..can that be added back? thanks again |
| [2015-03-23 08:56:07] |
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We will see about the first request. We have to see what is involved with this and if there are any complications. We do see the problem with Show Rollover Dates on Intraday charts. We have fixed this and we will have a new release out later today. 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 |
| [2015-03-23 13:21:29] |
| User22396 - Posts: 191 |
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thanks it creates a mismatch on the daily continuous chart and the same intraday continuous chart because the open is different so can throw off backtesting and any indicators that use open |
| [2015-04-14 01:13:36] |
| User22396 - Posts: 191 |
|
When selecting Continuous Futures Contract in 'chart settings>advanced' the contract changes at midnight instead of the start of the new trading day...can you change it to the start of the new trading day (globex 5pm cst open) instead of midnite? You should be able to adjust the 'logic' since SC can reference 'start of trading day' I remember when you added the vertical grid line "start of trading day".
any chance this has been looked into see if this can be corrected? I know SC can reference "start of trading day" and therefore should be able to produce the proper rollover ...otherwise the daily chart will not match the intraday on rollover day and will throw off backtesting results as well as any indicators using the data since it is split at midnite thanks again |
| [2015-04-14 03:13:44] |
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We will be getting to this, but not for a while.
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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