Chicago, IL
Posts: 9 since Apr 2023
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For the e-mini S&P500, I track a rolling Pivot Moving Average composed of a 14-day, 30-day, and 50-day pivot as defined by Mark Fisher in The Logical Trader.
I am confused when the contract rolls over; whether I should leave the data as continuous or if I should back adjust the data?
*This link is an example of continuous data for the ES Pivot Moving Average.
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