Continuous Futures Contract

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I found this bit of information the Knowledge sections.

"MotiveWave has historical Futures backfill data for Rithmic, CQG, and GAIN connections. This can be useful for creating continuous contracts and to speed up your chart backfill process. Below is a list of the instruments we currently backfill: "

I have not yet found the instruction do so (still searching).
Does anyone know now to do this? Especially since we just had a contract roll in the S&P E-minis this Friday.
 

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Of course, immediately after creating this thread I found that in the What's New in Version 6.3 document there is a chapter titled "Continuous Futures".

Here is a link to the document.

Reviewing now to see if I can accomplish what I want.
 

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So I was able to create a continuous contract. That's the good part.

The bad part is that studies and components do not appear to be adjusted accordingly.

Referencing the attach image of a continuous contract I created for the ES S&P Minis and looking at a 5 min intraday chart, regular trading hours only. The continuous contract represents ESH1 (March contract) up to the rollover line and ESM1 (June contract) after that, the last day only.

1) The rollover occurs between Thursday and Friday. Between the last two days on the chart.
2) Price is adjusted correctly prior to the rollover line.
3) The Volume Imprint study is correct for the last day but incorrect for the other days. The study does not adjust the profile for the price difference of the continuous contract.
4) The Volume Provide on the right hand side also does not adjust for the price difference of the continuous contract.

I was hoping there was a setting I could adjust but I was not able to find anything. In my opinion MW needs to correct this. A professional level platform should smoothly transition across rollover.

Continuous_contract.png
 

ColtTrades17

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So I was able to create a continuous contract. That's the good part.

The bad part is that studies and components do not appear to be adjusted accordingly.

Referencing the attach image of a continuous contract I created for the ES S&P Minis and looking at a 5 min intraday chart, regular trading hours only. The continuous contract represents ESH1 (March contract) up to the rollover line and ESM1 (June contract) after that, the last day only.

1) The rollover occurs between Thursday and Friday. Between the last two days on the chart.
2) Price is adjusted correctly prior to the rollover line.
3) The Volume Imprint study is correct for the last day but incorrect for the other days. The study does not adjust the profile for the price difference of the continuous contract.
4) The Volume Provide on the right hand side also does not adjust for the price difference of the continuous contract.

I was hoping there was a setting I could adjust but I was not able to find anything. In my opinion MW needs to correct this. A professional level platform should smoothly transition across rollover.

View attachment 665

I had this exact same problem happen with GCJ1 moving into GCM1, the only thing that seemed to line up my levels etc again was to type in just "GC" in each window let it load up and then type in "GCM1" and then all of a sudden everything was lined up again. Did it adjust the study levels though? I sure hope so, it seems like it did but, either way it's highly frustrating. Why am I paying for a product if it can't even automatically adjust... Some Free platforms adjust better... and load faster, the fact that I wait on average 5-10 minutes for the platform to simply load up all of my charts and studies is insane to me.
 

ScottyA

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The bad part is that studies and components do not appear to be adjusted accordingly.

I had a similar problem when this CC feature first came out. My observation was that in the week plus difference between Roll and Expiry of Index Futures, there was a gap within the volume-based Studies, like you pointed out. Now, I only use Volume, so I can't speak to VP's.

It seems though with subsequent updates, Support has really improved this glitch.
 

aminus04

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I had this exact same problem happen with GCJ1 moving into GCM1, the only thing that seemed to line up my levels etc again was to type in just "GC" in each window let it load up and then type in "GCM1" and then all of a sudden everything was lined up again. Did it adjust the study levels though? I sure hope so, it seems like it did but, either way it's highly frustrating. Why am I paying for a product if it can't even automatically adjust... Some Free platforms adjust better... and load faster, the fact that I wait on average 5-10 minutes for the platform to simply load up all of my charts and studies is insane to me.
Gold just rolled and even though I have the roll based on volume, it only rolled to October. Any advice on which roll option I should use to roll to active month (dec) ?
 
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