Rougth Rice Roll

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marriot
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Rougth Rice Roll

Post by marriot » Mon Mar 29, 2010 9:55 am

I have tried differents roll settings, with out luck.
RR roll to 2011.
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sluggo
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Post by sluggo » Mon Mar 29, 2010 10:43 am

Perhaps if you experiment with the rollover settings used by CSI's esteemed competitor, Pinnacle, you might decide that you can tolerate them. Here is part of the rollover list on their website (ref)
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Pinnacle rollover schedule for Rough Rice, and how to implement it in CSI UA
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marriot
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Post by marriot » Mon Mar 29, 2010 11:17 am

With this setting RR (flor trading only) roll as we need, but it has an average volume of 69 contracts.
RR2(floor + electronic) goes straigth to march 2011.
Open interest is correct, with 176 contracts for mar 2011 and 10.000 on may 2010, so this rollover is a mystery.
Anyway, with your example i have learn how to use that pinnacle dates.
Thank you

Update : removing "generate forward" solve the problem on RR2

AFJ Garner
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Post by AFJ Garner » Mon Mar 29, 2010 2:21 pm

marriot wrote:
Update : removing "generate forward" solve the problem on RR2
And in the fullness of time you will no doubt encounter problems “generating backwardsâ€

7432
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Post by 7432 » Mon Mar 29, 2010 2:57 pm

you could also test out the confirmation signals for low volume contracts. rolling on the 2nd 3rd or 4th consecutive trigger can fix a data error that causes an unwanted roll.

AFJ Garner
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Post by AFJ Garner » Mon Mar 29, 2010 3:10 pm

Been down that route. Certainly would not have helped in one or other of the cases I highlighted.

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