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Contract price not matching underlying index price.
I've switched my system to using the contract price and also using the September expiration which is much better in terms of volumes. Things are dramatically improved. Thanks again for the guidance!
You'll want to be trading the month with the highest volume, which will change.
Example: It's currently September for the CME S&P ES contract. The Sept ES expires Sept 18, and generally people will roll out to the next contract (December) in the preceding week (usually 8 days before). You will see volume start to decline suddenly in the old contract as people start rolling out.
I don't know anything about ASX, but there will be a month with the highest volume, and it would be a good idea to find out how it works for your futures and roll into the next high-volume contract month when volume shifts.
