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CL contract changeover
Started:October 18th, 2010 (12:18 PM) by DarrenH Views / Replies:2,724 / 14
Last Reply:October 20th, 2010 (09:37 AM) Attachments:1

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CL contract changeover

Old October 18th, 2010, 03:00 PM   #11 (permalink)
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DarrenH View Post

to set the the adjustment, is this the offset where you set the rollover date or is it changing the sim feed start price.

Again great info thanks for the detail.

Dont know anything about the Sim feed.

You go to Misc tab and select the rollover info. Then go to 12-10 and put in the change. I think it was 0.68 for Friday's close between 12-10 and 11-10.

I rollover when I see volume moving over to the new contract. I have found that the weekend prior to the contract expiry is normally when the volume moves over. This might be different from the official roll-over date.

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Old October 18th, 2010, 03:38 PM   #12 (permalink)
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I have always traded the ES and starting to hate it, so I have been following Big Mike's thread on the CL and have been sim trading it the last two weeks. I love the movement and speed, this is more my style. We are still in November's contract, what day of the month is the rollover day?


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Old October 19th, 2010, 10:49 AM   #13 (permalink)
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DarrenH View Post
Here is image of chart, is this normal?

You must adjust to >> Tools > options > dat > Merge policy > ' Do not merge ' and the problem is solved

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Old October 20th, 2010, 08:50 AM   #14 (permalink)
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Klausi View Post
You must adjust to >> Tools > options > dat > Merge policy > ' Do not merge ' and the problem is solved

Thanks Klausi

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Old October 20th, 2010, 09:37 AM   #15 (permalink)
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Should be noted, in MultiCharts you can define a rollover based on calendar stuff like 'x' days before end of month, or the 'x' monday, or 'x' friday, etc etc etc, all kinds of stuff... xx business days, whatever.

But, the cool thing is, you can also tell it to roll early based on an 'Event', such as 1 day of higher volume on the new contract....

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