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Date/Time: Sun, 20 Sep 2020 19:30:30 +0000



Can't get back adjust to work

[2020-09-17 01:51:12]
User148596 - Posts: 44 | Ending Date: 2021-05-14
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]
Sierra Chart Engineering - Posts: 89756 | Ending Date: 2021-04-05
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:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloadingContinuousFuturesContractData

There is an option for this on the selection window for the individual contract months.

And then also refer to:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ControllingRolloverAmount
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-09-18 09:53:36
[2020-09-18 16:03:46]
User148596 - Posts: 44 | Ending Date: 2021-05-14
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]
Sierra Chart Engineering - Posts: 89756 | Ending Date: 2021-04-05
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:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UseTheseSymbolSettingsInNewInstancesWhenStarted

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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