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Which Back-adjustment method for continuous charts?

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  • Which Back-adjustment method for continuous charts?

    hello,

    does e-signal use a "ratio" or "absolute difference" back-adjustment method for its continuous contract charts? this question relates to placing a tick in the "back-adjusted" box in the "custom" user-configured continuous charts settings in e-signal, note, this is the same place where you can make custom changes to rollover rules.

    please note that "ratio" method will still show gaps at rollover in chart, whereas, "absolute difference" method will eliminate the gaps in the chart.

    thanks in advance.

    regards

    rod
    Last edited by Rocket130713; 11-11-2008, 06:46 AM.

  • #2
    Re: Which Back-adjustment method for continuous charts?

    rod
    eSignal uses the absolute difference back adjustment method
    Alex


    Originally posted by Rocket130713
    hello,

    does e-signal use a "ratio" or "absolute difference" back-adjustment method for its continuous contract charts? this question relates to placing a tick in the "back-adjusted" box in the "custom" user-configured continuous charts settings in e-signal, note, this is the same place where you can make custom changes to rollover rules.

    please note that "ratio" method will still show gaps at rollover in chart, whereas, "absolute difference" method will eliminate the gaps in the chart.

    thanks in advance.

    regards

    rod

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