custom futures
custom futures
I'm trying to setup a continuous contract for corn and using volume as the rollover trigger. I understand that Mar May Jul Sep Dec are the active months, so I've selected these and set event as 1 day of higher volume. What is the proper setting for "build on -- contract"? Nearest doesn't appear to be the correct one.......
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- 2010-10-26_0917.png
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- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
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Re: custom futures
Dear snoop,
The engineers have confirmed this issue. It has been added to our fix list.
The possible workaround is to use the settings shown on this screenshot: download/file.php?id=3112
Please uncheck U (September) as its volumeis always lower than Z (December) volume. With such CF settings, symbols @CU09, @CU10, @CU11 will be ignored and the indicator will be displayed correctly.
The engineers have confirmed this issue. It has been added to our fix list.
The possible workaround is to use the settings shown on this screenshot: download/file.php?id=3112
Please uncheck U (September) as its volumeis always lower than Z (December) volume. With such CF settings, symbols @CU09, @CU10, @CU11 will be ignored and the indicator will be displayed correctly.
Re: custom futures
Thx Dave. I've unchecked Sept and it does solve the problem for me.
Are you sure that's the right screenshot - it looks alot like mine
Are you sure that's the right screenshot - it looks alot like mine
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
Re: custom futures
Dear snoop,
I am sorry. I meant to say "change the settings" and not "use the settings".
I am sorry. I meant to say "change the settings" and not "use the settings".