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Date/Time: Thu, 25 Apr 2024 15:37:24 +0000



FORWARD CURVE CHART

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[2020-11-28 22:33:20]
User910795 - Posts: 35
I HAVE BUILT A FORWARD CURVE CHART FOR GC USING THE DIRECTIONS IN THE CONTINUOUS CONTRACT SECTION. THE VALUES ARE NOT CORRECT. THEY DO NOT MATCH THE CURRENT CLOSED VALUE OF THE NEXT FOUR CONTACTS OUT....4/21=1,793.50 6/28=1,796.30, 8/27=1,799.20, OR 12/29=1,804.20. I LAST USED FORWARD CURVES WHEN I HAD A SUBSRIPTION TO BARCHARTS A COUPLE OF YEARS AGO, AND THIS DOES NOT LOOK AT ALL LIKE I REMEMBER THOSE LOOKING. CAN YOU GIVE SOME INPUT ON WHAT I MAY HAVE WRONG. HERE IS THE LINK TO AN IMAGE I UPLOADED

http://www.sierrachart.com/image.php?Image=1606602188495.png
[2020-11-30 17:01:13]
John - SC Support - Posts: 31108
You need to use the Forward Curve study. Refer to the information here:
Forward Curve
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-08 19:26:09]
User722856 - Posts: 78
Dear Sierra,

I have now also tried to implement the Forward Curve Study as described here:
Forward Curve

But to be honest In my opinion (as also the user User910795 said) this study doesn't show a forward curve.
With a forward curve us future traders want to display the contango or backwardation situation of all of the current traded contracts.
So this study should produce a curve into the future and not into the history, like it does now.

To help you with the subject please see bellow, this are charts which show forward curves correctly:
https://www.denvergold.org/precious-metal-prices-charts/gold-futures-curve/
https://www.suricate-trading.de/terminkurven/
https://corporatefinanceinstitute.com/resources/knowledge/trading-investing/forward-curve/

Could you please review this, what was the Idea of this study - what is it displaying now, as it is clearly not a forward curve.

Thanks.
Date Time Of Last Edit: 2020-12-08 19:29:55
[2020-12-08 19:46:34]
John - SC Support - Posts: 31108
There does appear to be a problem with the calculations. We will look into this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-12-09 21:53:26]
John - SC Support - Posts: 31108
We have fixed the Forward Curve study to give proper results. This will be in the next Pre-Release (v 2209).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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