Futures data, huge discrepancy

S

spinn

I am trading the YM futures and changed all my charts to the new contract last night.

The problem is that the DEC YM is now 80 points higher than the SEP YM. That has completely screwed up my indicators.

Anyone else having this problem and can I correct it?

How lobg can I realistically trade SEP before volume drops and spreads start to widen?
 
Use the continuous contract until the YMZ fills in.
Or Use data from Sep and trade the Dec.

Sounds like this is your first Rollover!
 
Quote from spinn:

I am trading the YM futures and changed all my charts to the new contract last night.

The problem is that the DEC YM is now 80 points higher than the SEP YM. That has completely screwed up my indicators.

Anyone else having this problem and can I correct it?

How lobg can I realistically trade SEP before volume drops and spreads start to widen?
More...

Delete all of your futures data prior to the rollover and trade off of the cash for a couple of days.
 
Quote from spinn:

I am trading the YM futures and changed all my charts to the new contract last night.

The problem is that the DEC YM is now 80 points higher than the SEP YM. That has completely screwed up my indicators.

Anyone else having this problem and can I correct it?

How lobg can I realistically trade SEP before volume drops and spreads start to widen?
More...

Happens at every rollover day. Trade/use the Sep contract and make the switch tomo.
 
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