Continuous Contract charts next month

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haxen
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Continuous Contract charts next month

Postby haxen » 09 Oct 2014

Hi, created a continuous contract for CL called @CL.

Right now the front month is CLX4 (nov) and next month is CLZ4 (dec).

CLX4 does not expire until Oct 22. My Rollover condition is Event: 1 day of higher volume.

CLX4 has daily volume > CLZ4.

When I chart @CL, it charts CLZ4 the next month. How do I get @CL to chart the front month until the volume is higher?

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Andrew MultiCharts
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Re: Continuous Contract charts next month

Postby Andrew MultiCharts » 10 Oct 2014

Hello haxen,

If CLX4 volume is higher than CLZ4, according to the expiration rule the @CL custom futures should be displaying data from CLX4. Please plot individual contracts and apply Volume indicators to the charts to make sure the volume of CLX4 has been always higher.

If the issue still persists, please come to our live chat during working hours (6:30 am – 2:45 pm EST) to let our operators connect to your computer remotely and help you: http://messenger.providesupport.com/mes ... pport.html


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