I am attempting to create a continuous SP e-mini chart. Anyone know what is the best day of the expiration month to roll-over into the new contract?
Optimal day to roll-over e-mini futures?
Started by
Russ
, Oct 17 2007 11:18 PM
2 replies to this topic
#1
Russ
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Posted 17 October 2007 - 11:18 PM
"Nulla tenaci invia est via" - Latin for "For the tenacious, no road is impossible".
"In order to master the markets, you must first master yourself" ... JP Morgan
"Most people lose money because they cannot admit they are wrong"... Martin Armstrong
http://marketvisions.blogspot.com/
"In order to master the markets, you must first master yourself" ... JP Morgan
"Most people lose money because they cannot admit they are wrong"... Martin Armstrong
http://marketvisions.blogspot.com/
#2
vitaminm
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#3
Russ
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Posted 18 October 2007 - 12:00 AM
I did look at this listing but they don't suggest how to create a continuous contract that I could see.
Pinnacle data says the 8th calendar day of the delivery month is good.
"Nulla tenaci invia est via" - Latin for "For the tenacious, no road is impossible".
"In order to master the markets, you must first master yourself" ... JP Morgan
"Most people lose money because they cannot admit they are wrong"... Martin Armstrong
http://marketvisions.blogspot.com/
"In order to master the markets, you must first master yourself" ... JP Morgan
"Most people lose money because they cannot admit they are wrong"... Martin Armstrong
http://marketvisions.blogspot.com/
