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Date/Time: Thu, 25 Apr 2024 12:29:32 +0000



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

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[2013-04-02 16:23:53]
SoundsLikeSun - Posts: 30
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: 30
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: 104368
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. 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
[2013-04-03 09:12:32]
SoundsLikeSun - Posts: 30
Great
Thank you for your fast answer

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