Question for the ones who are familiar with CQG's charts: they have a few different continuation modes (rolling at contract expiration, rolling at volume traded, closing price equalization) each giving slightly different prices.

That will pose a bit of an issue, when trading today on levels established a few years back. Can you please clear this up for me, as I think it would be nice to trade off levels everybody else looks at, as opposed to levels that only I think they are significant.

Thank you

itrader46 

Question for the ones who are familiar with CQG's charts: they have a few different continuation modes (rolling at contract expiration, rolling at volume traded, closing price equalization) each giving slightly different prices. That will pose a bit of an issue, when trading today on levels established a few years back. Can you please clear this up for me, as I think it would be nice to trade off levels everybody else looks at, as opposed to levels that only I think they are significant. Thank you

Personally I use Active Continuation with price eualization disabled. This gives me a representation of the true historical prices that traded.

However life is never that simple

I use CQG but many people here use NinjaTrader, and I know they see different levels from the ones I see, going back historically, even if they use the same source data (CQG/Continuum). Still trying to figure out why.


This may help answer some questions

Back-adjusted, Continuous contracts - best for support and resistance? Which is best for support and resistance trading? Back-adjusted contracts (like IQFeed's @ES#C) or not (like @ES#)? I'm curious what people think. I've preferred regular continuous contracts (not back adjusted), but josh recently questioned …