Rollover Day and Indicators


I just want to warn users of the AlphaPack and ToolPack and any other indicators that some of the indicators take information from the previous day in order to do calculations for the current session.

This means that on rollover day you need to use the next contract symbol. If you use the #F extension in eSignal then some of the figures on today’s chart will refer to the previous contract and not the current contract.

So, for example, today the ES #F contract will refer to ES M5 data from yesterday and ES U5 for today. This will clearly result in incorrect figures for some of the indicators. You should instead use the U designation on your charts today.