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Old 02-22-2007, 02:43 PM   #9

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Re: YM Contract Symbols

Hmm, well I guess I'm still in a pickle then. I'll be using TS only which means I still need to figure out whether I use..

Option 1: Always use @YM on charts and in the order bar.
or
Option 2: Use @YM on the chart but use the current symbol in the order bar.

If option 2 is the correct answer then I definately need to get the first question about the dates verified right or wrong.

Maybe SoulTrader will slip in here and clue me in since he has traded with TS.
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Old 02-22-2007, 03:06 PM   #10

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Re: YM Contract Symbols

Robert,

I use @YM for my charts and time of sales. I use the current symbol which is YMH07 for the matrix. Usually what happens is the price on the matrix and the charts will not match if the matrix shows the old contract. You can tell right away if you are looking at the old contract or the new one.

Regarding those dates.... maybe you are right? hehe.. i never pay attention to them myself. I always have people reminding me its rollover day
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Old 02-22-2007, 05:06 PM   #11

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Re: YM Contract Symbols

Robert - like Soul said, you just need to pay attention to the DOM and your chart. Knowing the exact date of rollover is not important if you simply follow your charts and make sure your DOM reflects that chart. Volume will start to pick up on the forward contract before the current contract expires, so you will always be moving with the highest volume contract.

I understand you want the details on dates and rollovers, but if you day trade, that is not important. What's important is trading the contract with the highest volume currently.
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Old 03-07-2007, 07:40 PM   #12

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Re: YM Contract Symbols

So tomorrow should be rollover day right?
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Old 03-07-2007, 09:34 PM   #13

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Re: YM Contract Symbols

Yep.. make sure to change your contract symbol. Volume should be in the new contract.
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Old 03-09-2007, 08:46 AM   #14

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Re: YM Contract Symbols

Does anyone play the morning Gap on a Rollover day? 3/7 to 3/8 gap is different on today's TS charts than it was yesterday... so which gap is "correct" to play?
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Old 03-09-2007, 06:00 PM   #15
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Re: YM Contract Symbols

Robert,

I use the current symbol for my everday trading and the continuous symbol (@) on any chart for which I want see historical data, since the current symbol only goes so far back. For example, if you want to look at two years worth of YM data for backtesting then use the continuous symbol. The continuous symbol will allways be in sync with the latest symbol after rollover day. (The prices vary between contracts and the continuous symbol has to be adjusted to match the latest symbol. This all happens on rollover day so the continuous can be squirrelly on rollover day and I don't use it at all on that day.)

Since I have linked my radarscreen, charts and order bar, when I click on the radarscreen symbol its changes them all, including the order bar, and since it does no good to have a continous symbol in the order bar (you cannot place an order on the continuous symbol) I used only the actual contract symbols here.

Last edited by GCB; 03-09-2007 at 06:04 PM.
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