Plot line has gaps/disconnected on intraday charts - futures io

# Discussion in ThinkOrSwim

Updated by MrRobot
1. trending_up 341 views
2. thumb_up 0 thanks given
3. group 1 followers
1. forum 0 replies
2. attach_file 0 attachments

 Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
 Genuine reviews from real traders, not fake reviews from stealth vendors Quality education from leading professional traders We are a friendly, helpful, and positive community We do not tolerate rude behavior, trolling, or vendors advertising in posts We are here to help, just let us know what you need You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple. -- Big Mike, Site Administrator (If you already have an account, login at the top of the page)

# Plot line has gaps/disconnected on intraday charts

Knoxville

Posts: 3 since Jul 2019

Hello!
I have a study I'm working on to measure the term structure/contango of /VX futures -- I just want to compare the percent difference between the front month contract and next month contract price. I'm then plotting this line on an /ES price chart. This is the formula I'm using:

(close(nextContractVX) - close("/VX")) / ((close("/VX") + nextContractVX) / 2);

However when I try to plot this on intraday charts there's several large gaps in the plot line and I was wondering if anyone knew what would cause this.

Here's the script:

Code
 ```def Month = GetMonth(); def Year = GetYear(); def Year_Ext = Year - 2000; def agg = AggregationPeriod.ten_MIN; def NextContract = if Month == 1 then Close(symbol = "/VXJ" + Year_Ext, period = agg) else if Month == 2 then Close(symbol = "/VXK" + Year_Ext, period = agg) else if Month == 3 then Close(symbol = "/VXM" + Year_Ext, period = agg) else if Month == 4 then Close(symbol = "/VXN" + Year_Ext, period = agg) else double.nan; plot contangoPercent = SimpleMovingAvg((nextContract - close("/VX")) / ((close("/VX") + nextContract) / 2), 5, 0); # plot contangoPercent = (nextContract - close("/VX")) / ((close("/VX") + nextContract) / 2);```
Since it's currently April -- month 4 -- NextContract is close("/VXN20")

Thanks very much!

Last edited by MrRobot; April 3rd, 2020 at 11:57 AM.

 futures io > Plot line has gaps/disconnected on intraday charts

Upcoming Webinars and Events

June

## Every journal equals ten meals for the hungry

June

 Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io All information is for educational use only and is not investment advice.There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts