Login Page - Create Account

Support Board


Date/Time: Mon, 22 Jan 2018 10:37:42 +0000



How to combine future contracts files (intraday chart) at a prec

Support Request:
[2013-04-02 16:23:53]
SoundsLikeSun - Posts: 29
Hi,

Currently, I use the join feature as requested in the documentation. I understand that the switch is made whenever the new contract's volume exceed the volume of the previous file.

However, I usually never trade a future contract on expiring day, because I want to avoid first notice. Therefore, I need to switch contract at the end of the day before expiring day, even if volumes haven't already exceeded the ones of the previous file (hope it's clear)

So :
1- Is there a way to do it ? In the documentation, it seems only possible for historical charts
2- If, not, do you intend to enable it ?

Thank you very much for your help
Thomas


[2013-04-02 16:25:36]
SoundsLikeSun - Posts: 29
For backtesting purposes, I need the datas to be as I trade them, hence my question
Thank you
[2013-04-03 07:53:06]
Sierra Chart Engineering - Posts: 56350
1, 2. Yes. This is under development and will be ready by the end of next week at the latest.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2013-04-03 09:12:32]
SoundsLikeSun - Posts: 29
Great
Thank you for your fast answer

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

Login


Login Page - Create Account