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It's the daily charts that I'm trying to use it for...(what a pain)
-----Original Message-----
From: Chris Cheatham [mailto:chris_c@xxxxxxxxxx]
Sent: Wednesday, November 07, 2007 10:24 AM
To: Chris Evans; Omega List
Subject: Re: Volume Question
On intraday charts, what I do is use combined emini volume for a few days
around the rollover period.
data1= continuous contract
data2=old
data3=new
Combine vol of data2/data3 for the rollover period. Otherwise volume signals
get lost.
This would probably work with daily as well, though I haven't used it.
Perhaps with custom futures something creative could be done with this too -
i.e. front month, second contract back, etc.
It would be nice if there were a way to use composite futures on daily,
though I know of no easy way to do this in TS.
----- Original Message -----
From: "Chris Evans" <paratradesystems@xxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 07, 2007 11:41 AM
Subject: Volume Question
>I have not used volume as an indicator in the past so excuse me for this
> rather uniformed question:
> When you use volume on say the S&P 500 contract there are huge rises in it
> as you pass through roll dates - how do you normalize for that so you see
> only volume that is not related to the roll?
>
> CE
>
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