continuous futures emini contract

[matt hellrich]

hi all,
after years of waiting for a continuous contract at another vender ,
finally !
so do still need to roll over at that magical thursday once in a while or can I just keep using #f. would be kind of convenient to backtest, trade and what not with #f.
trading off of #f at rollover, does it throw you off and/or your indicators/ pivots since there is an adjustment ?

thanks

matt

[ACM]

Re: Reply to post 'continuous futures emini contract'

Matt
Your passing reference to a 'Thursday" makes me suppose you are talking
about equity index futures.
No you do not need to rollover. With all equity index futures (and some
other contracts such as currencies and crude) the rollover is pushed through
by the exchange so eSignal's continuous contracts (#F) reflect the front
month.
As to the rollovers throwing off indicators this is an age old debate.
However, in the low interest rate environment of the last few years the
rollovers have had little or no effect as the spreads between front and back
months have been marginal at best.
One final note on how eSignal handles the rollover. Whereas the rollover
actually happens at market open on the Thursday eSignal rolls the contracts
when the session opens the afternoon before. As to why
go to this thread.
Alex

[matt hellrich]

hi alex,

sorry for not being specific. yes I was takling about the s+p eminis.
it's great that I can use #f for trading. for some reason or another esm3 for instance was taking a long time to load the other day. #f came right up.
so I am all happy now.
thanks for your terrific and elaborate support.

take care.

matt