Rollover strategy for #F contrats

[psudan]

Hi,

I use a lot volume profiling for my trading strategies on futures contract which may spans for few years. I was wondering if the continuous futures contracts #F are back adjusted?

[ACM]

Re: Rollover strategy for #F contrats

psudan
The #F continuous contracts are not back adjusted.
For back adjusted continuous contracts you need to use the user defined continuous contracts. For information on how to set these up see this article if you are using 10.6 or this article if you are using version 11
Alex

Originally posted by psudan
Hi,

I use a lot volume profiling for my trading strategies on futures contract which may spans for few years. I was wondering if the continuous futures contracts #F are back adjusted?

[psudan]

Thanks for the link, the issue is that I want the back adjusted on intraday basis with a third party software. Any chance that you will provide this in the near future.

[ACM]

psudan
You may want to see this reply from eSignal on the same topic
Alex

Originally posted by psudan
Thanks for the link, the issue is that I want the back adjusted on intraday basis with a third party software. Any chance that you will provide this in the near future.