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Direct MessagesDate/Time: Sat, 20 Apr 2024 05:42:43 +0000
Best continuous futures contract rollover rule for CL
View Count: 4175
| [2014-01-09 16:34:04] |
| User59135 - Posts: 15 |
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It was mentioned in a sticky that the volume based rollover rule might be better for commodities. What would be the suggested/recommended rule for the Crude oil contracts, the volume based rollover rule or volume based back adjusted rollover rule? Or a date based rollover rule? Also, what is "Historical pullback data"? Thanks. |
| [2014-01-09 17:47:19] |
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You will want to use Volume Based rollover for the CL. Whether you want to back adjust the data or not is up to you. This is not a question we can answer. For information about Historical Pullback Data, refer to the Chart Settings documentation: https://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html#HistoricalPullbackData 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 |
| [2014-01-09 19:00:09] |
| User59135 - Posts: 15 |
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Thanks. Another question though. The new rollover rules are not displayed under "Global Settings" > "Symbol Settings". Will the new rules under "Chart" > "Advanced Settings" take president over the above?
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| [2014-01-09 21:13:13] |
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Under Global Settings >> Symbol Settings you need to select a symbol and then select the Rollover tab to see the settings. If they are not defined for a particular symbol, let us know which one and we will add them. There are no rollover rule settings in Chart Settings. 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: 2014-01-09 21:13:32
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| [2014-01-10 00:25:10] |
| User59135 - Posts: 15 |
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Please see the enclosed screenshots that show the rollover rules in Chart Settings (advanced settings) and the no Volume rollover rule settings in the Global Settings (symbol settings). Shouldn't they be the same? I apologize if I'm getting confused.
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 Global Settings.jpg / V - Attached On 2014-01-10 00:23:33 UTC - Size: 187.73 KB - 647 views Chart Settings.jpg / V - Attached On 2014-01-10 00:23:42 UTC - Size: 198.43 KB - 585 views |
| [2014-01-13 22:55:13] |
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For an explanation of the settings in Chart Settings for Continuous Futures Contracts and how they relate to the date-based rollover rules in Global Symbol Settings, refer to: https://www.sierrachart.com/index.php?l=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 |
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