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Direct MessagesDate/Time: Sat, 20 Apr 2024 11:04:27 +0000
Can't get back adjust to work
View Count: 486
| [2020-09-17 01:51:12] |
| User148596 - Posts: 214 |
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Hi, I have followed the steps for getting the back adjusted data but it isn't working (Chart Settings>Advanced Settings>Volume Based Rollover Back Adjusted). All the charts in my chartbook read [CBC][M] Symbol Settings shows Rollover Method as Default (8 Calendar Days etc.) Thanks for your help :) |
| [2020-09-18 09:52:42] |
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We need to know exactly the specific issue you are seeing and how you are determining that. The first step is to re-download the historical daily data files for all contract months for the chart: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data There is an option for this on the selection window for the individual contract months. And then also refer to: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments 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: 2020-09-18 09:53:36
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| [2020-09-18 16:03:46] |
| User148596 - Posts: 214 |
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Thank you, this is in fact a sub instance. I noticed in the literature that may affect things? Do I need to perform the proper rollover adjustments in the original instance of SC in order for this to work properly? The issue as I see it is that in ES the recent all time high is about 3579 on 9/01 and 9/02 when it should be 3587. Thanks |
| [2020-09-18 19:03:54] |
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Do I need to perform the proper rollover adjustments in the original instance of SC in order for this to work properly? It depends upon how this setting is set:Global Symbol Settings: Use These Symbol Settings in New Instances When Started (Global Settings >> Symbol Settings) The reason for this is because you are back adjusting the data: The issue as I see it is that in ES the recent all time high is about 3579 on 9/01 and 9/02 when it should be 3587.
Do not use one of the back adjusted continuous futures contract options. You must not use that if you want to see the true prices.
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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