Support Board

Date/Time: Fri, 19 Apr 2024 07:32:52 +0000

[User Discussion] - CUSTOM SYMBOL QUESTIONS and ANSWERS

[2020-09-24 16:35:39] #1 [Go To First Post]
User220914 - Posts: 239
Maybe we can use this thread as a place for individuals who use custom symbols to work with for answers quickly? In order to work in the realm of custom symbols lets define and try and use the same set of custom symbols for our questions and answers here. We will always use a simple calendar futures custom symbol in CRUDE OIL and we will always use 2 months out from the current "FRONT MONTH" so this way we can always reference this as time move forward. if you are unsure of the current fron month that is ok but try and keep it consistent with being 2 months "back or forward in time" Crude oil front month "most volume" is NOVEMBER (X) so november plus 2 months out is January so our custom symbol right now would be CLX20 + CLF20 or CLX20-CLF20 (lets not get hung up on exactly how this symbols should be put into sierra chart unless that is your issue since we all use diff symbols) question #1 How does sierra chart calculate these symbols when they are custom versus using the difference study? in the context of matching an accurate relative value? (output) question # 2 How does sierra chart create and show the volumes of custom symbols. this one is important when you start to use multiple contracts using CME reduced margins. any help would be appreciated.

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