ES #F [SOLVED]
This same type of request was just asked under another heading-continuous contracts-,and here was my reply - now I see that management has a somewhat different attitude,as earlier they were asking for suggestions on which way or ways to do this within MC..
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Posted: Fri Jun 09, 2006 8:54 am Post subject:
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This was discussed here on the forum quite some time ago,and there were several different requests/suggestions given for various ways to construct backward adjusted continuous contracts,including a reference to a paper by an MIT math guy who described some of the techniques available.
Management here acknowledged,but I don't think anything further has been posted by them about this implementation into MC.
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Posted: Fri Jun 09, 2006 8:54 am Post subject:
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This was discussed here on the forum quite some time ago,and there were several different requests/suggestions given for various ways to construct backward adjusted continuous contracts,including a reference to a paper by an MIT math guy who described some of the techniques available.
Management here acknowledged,but I don't think anything further has been posted by them about this implementation into MC.
- Alex Kramer
- Posts: 834
- Joined: 23 Feb 2006
[SOLVED]
We intend to implement automatic rollover in the future, this is in our upcoming features list, so I hope your desires will be fulfilled.
As of now, MultiCharts just does not have the necessary algorithm impemented, this si why there's no automated rollover.
As of now, MultiCharts just does not have the necessary algorithm impemented, this si why there's no automated rollover.