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Date/Time: Thu, 28 Mar 2024 15:57:35 +0000



Future spreads seasonality

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[2019-11-22 00:45:13]
arruga - Posts: 249
Is there a form to plot out future spreads v/s month, to see seasonal variations of the spread?
Say, plot the Dec-Sep spread, over Jan-Jul period, for the past 5 years. Is that doable somehow in SC?
Thanks
[2019-11-22 05:08:32]
Sierra Chart Engineering - Posts: 104368
Yes it is it is actually something we have been working on but did not yet finish. The Add Additional Symbol study is what you would use to accomplish this. How exactly to do this is beyond what we can explain here. Here is the documentation for that study:
Add Additional Symbol
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
[2019-11-23 18:25:52]
NotIll - Posts: 118
Hi SC Engeneering, great that you are working on such a thing.

If I may could I please point you to an extremely simple and yet, or therefor, extremely effective way to do this and more. Just to inspire you while working on this request, or actually ask for this function for SC.

I am talking about ''Bars pattern'' on tradingview.

Basicly it lets you copy any part of a chart(or everything) and lets you put it where ever you would want. So simple but it takes care of the original question without even trying and so so so much more. you can also flip/mirror reduce size etc. and also other candle types.

It would be far superior to just adding another symbol, I highly advise testing it for yourselve for just 1 min. to know what I am trying to explain regarding seasonality and the many things the like.
[2019-11-23 19:41:08]
arruga - Posts: 249
Hi Notlll
How would that achieve my original question?
[2019-11-24 09:05:17]
NotIll - Posts: 118
@arruga,

You would simply copy one of the spreads and paste it over the other.

The great thing is that you can decide for yourselve which part, time range, you want to copy and overlay over another which ever other time range.

You could choose to do it the ''official'' way looking at contract times from the exchange or you could do it any other way you would like: smaller portions of one spread to smaller portions of another spread or any other combo you could think of.

the possibilities are really endless and therefor I suggest trying it out on Tradingview with your original question in mind.
Date Time Of Last Edit: 2019-11-24 09:13:22
[2019-11-24 15:58:09]
Sierra Chart Engineering - Posts: 104368
Here is the documentation for this along with an example Chartbook:
Add Additional Symbol: Seasonal Spread Analysis

Sierra Chart fully supports this as well with the Add Additional Symbol study:
Basicly it lets you copy any part of a chart(or everything) and lets you put it where ever you would want.

The great thing is that you can decide for yourselve which part, time range, you want to copy and overlay over another which ever other time range.

If there is any other functionality needed, let us know and we will see about adding it.
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: 2019-11-24 16:05:20
[2019-11-24 16:19:16]
NotIll - Posts: 118
With all respect(which I have a ton for you): did you even read what I stated?

Because the Add Additianal Symbol study doesnt even come close to what I am saying. Not even 1%.

Just give us the ability to copy any part of a (bar/candle/line)chart and drag and drop it to any part of a chart

please look at this link:

https://www.tradingview.com/x/tDKUGb7E/

What I did was copy the full day of the 13th and pasted it above the next day in purple, the thread starter could have done this with his spread chart just as easy, it takes no more then 5 seconds. just take your chart you want to compare, copy it, go to your other chart you want to compare it to and paste. and there you have it.

We view our charts way to static, it needs more interactivity.
Date Time Of Last Edit: 2019-11-24 16:23:04
[2019-11-24 19:36:46]
Sierra Chart Engineering - Posts: 104368
But that is not going to accomplish what they need. To calculate the average value of a particular spread over a period of for example 5 years or 10 years or longer, requires loading and multiple sets of data, performing difference and average calculations, and ensuring there is proper alignment of the days of data, between the different years for each spread. The alignment of data, is not a simple thing.

We also added this to the documentation:
Additionally, the Chart >> Chart Settings >> Advanced Settings 3 >> Load Empty Bars for Date Range is enabled. Also, in the Chart Settings the Date Range is specified to be January 1 for a particular year to December 31 in the same year. The year does not matter in this particular case.

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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