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Simple moving averages


Many futures traders use a 100-day sma as part of the process to identify a trend and to time entry / exit points. If futures contracts typically span over 3 months (+/- 90 days), how is it possible to plot a 100-day sma? Do they plot 2 contracts next to each other? i.e. a grain contract that expires in June and one that expires in Sept? That will give you 180 days to work with. Please help!
Your trading platform will plot continuous data from the previous contracts, so you can plot an entire year or more if you want. Depending on your trading software, you may have to use a different symbol for continuous data, like ESM11.C. Your broker can probably help you with the exact procedure.



Originally posted by Adriaan

Many futures traders use a 100-day sma as part of the process to identify a trend and to time entry / exit points. If futures contracts typically span over 3 months (+/- 90 days), how is it possible to plot a 100-day sma? Do they plot 2 contracts next to each other? i.e. a grain contract that expires in June and one that expires in Sept? That will give you 180 days to work with. Please help!
What DRob said is correct.

If you're using eSignal then you would be using the ES M1 contract right now which shows the June 2011 contract. But if you wanted to specify the continuous contract you would use the ES #F symbol. The #F after the symbol tells eSignal to use the continuous contract. So also, CL #F, NQ #F, YM #F etc.