Hello,
I noticed that the functioning of the soybean contract (ZS symbol) isn't the same than index contract.For example I noticed that November contrat is actually the more traded despite the fact that the expiration date of September is the 14th september.
So I must use the custom future construction on the multichart to let him switch automatically.
On the rollover condition (on the custom future on the quote manager) I chose 1 days of higher volume to let him roll when there is more volume traded on the next contract but unfortunatly he keeps the september one on the custom leader.
How can I set the parameters to let him switch to next contract when there is 1 day with more volume on next contract?
Thanks,
Soybean custom future
Re: Soybean custom future
I've attached screenshots for the settings I use.
Adapt them as you see fit.
Make sure that you have added ALL individual Soybean contracts that you custom contract is referencing, otherwise it won't roll as intended.
Adapt them as you see fit.
Make sure that you have added ALL individual Soybean contracts that you custom contract is referencing, otherwise it won't roll as intended.
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