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Direct MessagesDate/Time: Thu, 09 May 2024 05:14:25 +0000
[Programming Help] - Interpreting the Volume-Based Rollover Analysis's Rollover Message
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| [2018-03-07 15:57:34] |
| tesseract353 - Posts: 66 |
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General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) if the current date is not within 3 days of the date based rollover date for the symbol, then a volume-based rollover analysis is not performed.
So a volume-based rollover analysis will only be performed when the current date is within 3 days of the date based rollover date (which is determined in the global symbol settings)? Thus if the volume of the next contract month is higher than the current futures symbol of a chart more than 3 days before the date based rollover date, the current symbol will not be considered expired, and a Rollover message will not be displayed on the chart? Thus we should not view the Rollover message to be an accurate signal of when the volume of the next contract month just became higher than the current futures symbol of a chart? |
| [2018-03-07 22:10:03] |
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We checked on this and it is actually 4 days and the documentation has now been updated and this is what it says: If the absolute value of the difference between the current date and the rollover date based upon the date rollover rules for the symbol, is more than 4 days, then a volume-based rollover analysis is not performed. In other words if the current date is not within 4 days of the date based rollover date for the symbol, then a volume-based rollover analysis is not performed.
This is going to work just fine in the overwhelming majority of cases. 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: 2018-03-07 22:11:28
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