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Plot line has gaps/disconnected on intraday charts
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:
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:
Since it's currently April -- month 4 -- NextContract is close("/VXN20")