| Louis,
I have attached a picture of what my screen looks like for making an ES rollover, but I switched to 1 minute bars on the chart.
I did find that the volume bars were not scaled right on the display for longer timeframes so I substituted the following line of AFL to fix it:
TotalV = round(LastValue(HHV(V, 864000/timeBase))); // 10 days highest volume for chart scale
I don't see any other reason it should not work.
PM me a screenshot of the same setup as I have below right after you write out the new ticker and I will see if anything looks out of place.
BR, Dennis
On Jun 23, 2008, at 10:25 PM, Louis Préfontaine wrote: Hi Dennis,
I tried to do it again with July and June and it is not working better.
I went to "parameters" to the July contract and set the rollover date to be May 16, 2008. Now I compared the new ticker with the June and it should have been the same in May and it wasn't. So I compared the new ticker with the July contract and once again, always the same results, the same beginning date, and no liquidity even in May (when it should have been June contract liquidity). I am not sure if I am clear enough to tell what the problem is, but anyway it is not working, unfortunately!
Louis
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