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Direct MessagesDate/Time: Fri, 26 Apr 2024 10:07:46 +0000
rollover dates
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| [2014-01-29 10:15:50] |
| mayerrs - Posts: 70 |
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hi, i have 2questions 1) automatic rollover - is there any chance to make automatic rollover based on volume? 2) i would prefer to make rollover same as a most of the people but i do not know which date it should be (that is why i am askink about "based on volume"). can anybody halp me to positively set the dates for automatic rollover with this markets: CL HO RB NG GC SI PL HG ES NQ YM 6A (EUR) ZC ZS ZW ZB thanks to all for the help |
| [2014-01-29 10:35:30] |
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1. The inherent problem with using volume for rolling over a current futures contract to the next one to trade, is that by the time the volume gets to be higher in the next futures contract, the day may already be over with and you should have already rolled over that day. In the case of stock index futures, very precise date rollover rules can be defined. And they already are in Sierra Chart. 2. Sierra Chart already supports this. For IB rollover rules are already defined for all the markets you have listed. There is nothing for you to do. It is already done. Here is the related documentation: https://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html#AutomaticallyRollover 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: 2014-01-29 10:36:43
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| [2014-01-29 15:13:30] |
| mayerrs - Posts: 70 |
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thanks for explanation. i am just missing defined rollover rules for PL, ZC, ZW, ZB. could you add this markets too, pls? and one other question. based on what you did make the rules for markets exclude stock index futures (i agree, they have very precise date rollover rules) but, energies, metals and other i was asking? how did you make the rules what you set in symbol settings? |
| [2014-01-29 16:34:00] |
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We have added platinum to Interactive Brokers settings. Rollover rules are defined for platinum and the other three contracts you have listed as well. If you do not see them, then update the symbol settings as explained here: http://www.sierrachart.com/index.php?l=doc/doc_GlobalSymbolSettings.php The rules for the other markets were based upon the exchange specifications and the typical rollover time for them. It is possible that they could be off one day occasionally because rollover is not exact. 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 |
| [2014-01-29 17:14:55] |
| jdconner - Posts: 27 |
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Here's the rollover dates I use. http://www.pinnacledata.com/clc.html#other |
| [2014-01-29 18:40:14] |
| mayerrs - Posts: 70 |
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thanks to all. jdconner: it is interesting. can you tell me how would you set the rules from that website on my markets correctly? |
| [2014-01-29 18:57:54] |
| mayerrs - Posts: 70 |
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btw, is there any option to set "automaticly rollover futures symbol" for all charts in all chartbooks in sierra? or i need to check this box in each chart manually?
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| [2014-01-29 19:00:23] |
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We had a look at one of the rollover dates (for gold) here: http://www.pinnacledata.com/clc.html#other We would not recommend using these. The rollover is too early. The best reference is going to be from the exchange. The rollover rules that Sierra Chart has set are good. If you want to change them, you probably only need to adjust the date by 1. Automatically Rollover Futures Symbol must be set individually for each chart. 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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