Some questions about continuous contracts

[quintinlyu]

Hi.

I have some questions.

1.
Is #F contracts back-adjusted?
or just made by putting contracts altogether?

2.
I saw on Stock&Commodities website that say
'e-Signal's continuous data is back-adjusted proportionately'
(means ratio-adjusted)
But I read some articles on kb.esignalcentral.com and
knew that it's not ratio-adjusted, it's point-adjusted.
Can I make ratio-adjusted continuous contracts
using esignal?

3.
On "configure roll templates" tab, there's "Enter offset".
What is this about? and How can I use it?
Please give me some detailed example.

4.
On an article about continuous contracts,
I saw these words, "the current month contracts",
"the next forward contract" and
"the following forward contract".
I guessed, for example of Japanese Yen on CME,
there's H,M,U,Z contracts and here,
H is "the current month contracts, and M would be
"the next forward" and U would be "the following".
Am I right about this?

Thanks for your help in advance.
Regards.

[ACM]

Re: Some questions about continuous contracts

quintinlyu

1.
Is #F contracts back-adjusted?
or just made by putting contracts altogether?

The #F continuous contracts are not back adjusted

2.
I saw on Stock&Commodities website that say
'e-Signal's continuous data is back-adjusted proportionately'
(means ratio-adjusted)
But I read some articles on kb.esignalcentral.com and
knew that it's not ratio-adjusted, it's point-adjusted.
Can I make ratio-adjusted continuous contracts
using esignal?

Not at this time

3.
On "configure roll templates" tab, there's "Enter offset".
What is this about? and How can I use it?
Please give me some detailed example.

See this article in the eSignal KnowledgeBase for instructions on how to use the Continuous Contract Settings tool

4.
On an article about continuous contracts, I saw these words, "the current month contracts",
"the next forward contract" and
"the following forward contract".
I guessed, for example of Japanese Yen on CME,
there's H,M,U,Z contracts and here,
H is "the current month contracts, and M would be
"the next forward" and U would be "the following".
Am I right about this?

Using as an example the symbol you reference the current month [also known as front month] is at this time June ie M while the next forward month is September ie U, the following forward contract December ie Z, etc
Alex

Originally posted by quintinlyu
Hi.

I have some questions.

1.
Is #F contracts back-adjusted?
or just made by putting contracts altogether?

2.
I saw on Stock&Commodities website that say
'e-Signal's continuous data is back-adjusted proportionately'
(means ratio-adjusted)
But I read some articles on kb.esignalcentral.com and
knew that it's not ratio-adjusted, it's point-adjusted.
Can I make ratio-adjusted continuous contracts
using esignal?

3.
On "configure roll templates" tab, there's "Enter offset".
What is this about? and How can I use it?
Please give me some detailed example.

4.
On an article about continuous contracts,
I saw these words, "the current month contracts",
"the next forward contract" and
"the following forward contract".
I guessed, for example of Japanese Yen on CME,
there's H,M,U,Z contracts and here,
H is "the current month contracts, and M would be
"the next forward" and U would be "the following".
Am I right about this?

Thanks for your help in advance.
Regards.

[quintinlyu]

Additional questions

Thanks for your answer.
I read it and now I am wondering

1.

I read the article that you linked for me,
and found nothing about "OFFSET".
Tell me where I can find something to read about it.
Or give me an example of using it(And Not using it).

2.

There also is "type of roll date base" and I can select
among previous, current, next month.
What's the difference between them?
Please don't tell me to read an article on kb.esignalcentral.com.
Show me an example.

3.

What does the "the following forward contracts" mean?
(in the example of mine)

Thanks for reading.
I know I am bugging you here.
But I really need to understand all this,
and your patience and kindness will help me a lot.

Regards.

[ACM]

Re: Additional questions

quintinlyu

1.
I read the article that you linked for me,
and found nothing about "OFFSET".
Tell me where I can find something to read about it.
Or give me an example of using it(And Not using it).

The Offset allows you to shift the roll date by the specified number of days (calendar or business) before [using a negative value] or after [using a positive value] the Roll Date Base.
With regards to examples [of the offset and of the other features of this tool] you can see any one of the predefined Roll Templates that eSignal provides in the Continuous Contracts Settings tool [eg ESIGNAL3BusPrior3rdWed which rolls a contract 3 business days prior to the third Wednesday of the defined month]

2.
There also is "type of roll date base" and I can select
among previous, current, next month.
What's the difference between them?
Please don't tell me to read an article on kb.esignalcentral.com.
Show me an example.

That option allows you to select whether the roll date base is applied to the month of expiration [ie current] or to the previous month or to the following one. Again you can see examples of the use of this option in some of the predefined Roll Templates
Alex

Originally posted by quintinlyu
Thanks for your answer.
I read it and now I am wondering

1.

I read the article that you linked for me,
and found nothing about "OFFSET".
Tell me where I can find something to read about it.
Or give me an example of using it(And Not using it).

2.

There also is "type of roll date base" and I can select
among previous, current, next month.
What's the difference between them?
Please don't tell me to read an article on kb.esignalcentral.com.
Show me an example.

3.

What does the "the following forward contracts" mean?
(in the example of mine)

Thanks for reading.
I know I am bugging you here.
But I really need to understand all this,
and your patience and kindness will help me a lot.

Regards.