Login Page - Create Account

Support Board


Date/Time: Mon, 20 May 2024 12:43:20 +0000



Volume adjusted rollover

View Count: 1334

[2016-06-19 16:10:56]
User718702 - Posts: 7
I have an ETH Profile chart with correct data. The symbol shows the [CV] (volume adjusted rollover) at the top which is correct. The remainder of my charts....see screen shot....is not showing this and consequently, has the wrong data. The profile chart is showing 45.92 as the low of Thursday last week. The volume chart is showing 46.43 as the low. I have about 10 other charts all open to this symbol and they all show 46.43 as the low. I confirmed the correct low with a friend.

How do I correct this issue?

Secondly, the profile chart has a gap in the data. Not sure how to address this.

I am a new user to SC and I dont know where to find all the answers.

I am using CTS as my data feed.
image2016-06-19_0633.png / V - Attached On 2016-06-19 16:10:31 UTC - Size: 268.46 KB - 223 views
[2016-06-20 00:02:37]
Sierra Chart Engineering - Posts: 104368
There is no term "volume adjusted rollover".

There is Continuous Futures Contract-Volume Based Rollover.

You need to choose this same option for your Volume bars chart since you are using it for the TPO Profile chart. Here are instructions:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#UsingContinuousFuturesContractCharts

There is also this helpful documentation here:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths



Secondly, the profile chart has a gap in the data. Not sure how to address this.
Follow through the instructions here for this:
https://www.sierrachart.com/index.php?page=doc/doc_TPOVolProfileCharts.html#ResolvingMissingTPOLettersBlocksCertainTimePeriods
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: 2016-06-20 00:03:17
[2016-06-20 01:24:23]
User718702 - Posts: 7
THank you, the first problem was solved. The second one with the missing data was not. I followed the instructions to the letter. THe download completed successfully but there is still missing data.

Please advise.
[2016-06-20 01:55:35]
Sierra Chart Engineering - Posts: 104368
We need to get an image of the chart without the TPO Profile Chart study showing the missing data. Be sure to scroll the chart exactly where the missing data is.

Here are instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image
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
[2016-06-20 02:02:46]
User718702 - Posts: 7
Here you go...
Attachment Deleted.
image2016-06-19_1901.png / V - Attached On 2016-06-20 02:02:23 UTC - Size: 42.2 KB - 214 views
[2016-06-20 02:06:58]
Sierra Chart Engineering - Posts: 104368
It is not possible for us to tell from this chart image whether there is actually missing data. What we see is a price gap.

Enable Chart >>Show Rollover Dates and post an image again following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image
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
[2016-06-20 02:19:18]
User718702 - Posts: 7
here is the chart via the chart upload function

http://www.sierrachart.com/image.php?Image=146638912817.png
[2016-06-20 02:23:24]
Sierra Chart Engineering - Posts: 104368
So the price gap is due to the transition from the July contract to the August contract.

This is the reason why you see what you do. It is possible to back adjust the data to eliminate the gap but that is not always what you would want to do.
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
[2016-06-20 02:27:24]
User718702 - Posts: 7
ok, should I just leave it alone? What are the consequences if I adjust it?
[2016-06-20 03:02:33]
Sierra Chart Engineering - Posts: 104368
If you adjust the previous data, then all of the previous data from that particular rollover date will increase in price.

You need to use Chart >> Chart Settings >> Advanced Settings >> Continuous Contract >> Continuous Futures Contract- Volume Based Rollover, Back Adjusted.

Here is the documentation for this:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#RolloverOptions
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account