jacobs log
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Title: jacobs log

Essay Details:

Subject: Technology
Author: Gary T
Date: February 8, 2013
Level: University
Grade: A
Length: 2 / 348

Essay text:

under rollover policy you can put certain months or adjusted prices etc. You can display when the contract rolls over by going to the toolbar. Under OPTIONS go to EXECUTE OPTIONS. Under the ORDER tab, find Entry & Exit for rollovers. You can select none/exit/re-entry number of contracts or re-entry dollars. #10 #11 %exec.units:1 day %exec.headings: NO %exec.dayofweek: NO %exec.count: NO %exec.average: NO %exec.stddev: NO %exec.highest: NO %exec.lowest: NO %exec.averagepos: NO %exec.averageneg: NO %exec.percentpos: NO %exec.percentneg: NO %exec.zstat: NO %exec.variance: NO LET A_roll = HO(ROLLOVER_DATE="1 Day before Expiration Day",ROLLOVER_POLICY="Backward Adjusted Prices") LET ATTR XvarA = (1*( Close of front A_roll)) LET B_roll = CL(ROLLOVER_DATE="1 Day before Expiration Day",ROLLOVER_POLICY="Backward Adjusted Prices") LET ATTR XvarB = (1*( Close of front B_roll)) LET ATTR XvarC = (1 * XvarA-XvarB) SHOW 1: XvarA 2: XvarB 3: XvarC WHEN Date is from 08/14/2006 to 08/14/2008

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