I am using custom futures to create continuous contracts. I have set rollover condition to 2 days prior to expiration and back adjustment mode to difference.
This works fine for daily charts, however intraday charts are not adjusted.
The chart example below rolls on the 5th. It's a 60min chart on the top and daily on the bottom. The daily has clearly been adjusted with the close of the 4th at 174.66. However the 60min hasn't, with the close of the 4th at 177.55.
I have tried this with back adjustment mode set to difference and ratio, and neither adjust the intraday time frame.
Could you please confirm if this is a bug? I'm assuming that both daily and intraday data are supposed to be adjusted, I can't find anything in the wiki to suggest that it should only be daily data.
Thanks.
Custom future back adjustment and intraday data
- Svetlana MultiCharts
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Re: Custom future back adjustment and intraday data
Hello jules190,
Please reproduce the issue using one workspace with one chart.
Mark the bar where the adjustment is incorrect with Insert -> Drawing -> Time Line.
Then please send us logs via the main MultiCharts window -> Help -> Feedback.
Please select the options:
Attach a screenshot;
Attach log files…;
Snapshot of the current MC setup;
Open workspaces…;
Data for active instruments…;
Include tick data;
Upload collected data to help desk;
uncheck other options and click Send.
Please reproduce the issue using one workspace with one chart.
Mark the bar where the adjustment is incorrect with Insert -> Drawing -> Time Line.
Then please send us logs via the main MultiCharts window -> Help -> Feedback.
Please select the options:
Attach a screenshot;
Attach log files…;
Snapshot of the current MC setup;
Open workspaces…;
Data for active instruments…;
Include tick data;
Upload collected data to help desk;
uncheck other options and click Send.