{"id":502,"date":"2011-08-03T00:49:06","date_gmt":"2011-08-03T00:49:06","guid":{"rendered":"http:\/\/datafutures.net\/ecsi\/?p=502"},"modified":"2019-06-06T01:12:26","modified_gmt":"2019-06-06T01:12:26","slug":"unfair-advantage-build-x-117-available","status":"publish","type":"post","link":"https:\/\/www.csidata.com\/?p=502","title":{"rendered":"Unfair Advantage build x.117 available"},"content":{"rendered":"<p><span style=\"font-weight: bold;\">Unfair Advantage x.117 build<\/span><\/p>\n<p><span style=\"text-decoration: underline;\">Changes:<\/span><\/p>\n<ul>\n<li>Amibroker Portfolio Exporting bug corrected.&nbsp;<\/li>\n<li>CSIM\/MetaStock file management deletion bug corrected.<\/li>\n<li>Perpetuals can now be set to look forward up to 15 months out.<\/li>\n<li>New contract rolling schedule located off the Portfolio menu.<\/li>\n<li>Fortran Back-Adjuster now strips out reconciling records that trail expiry.<\/li>\n<li>Markets with only options are identified in the factsheet&#8217;s last date field, where as the previous version would display a -1.<\/li>\n<li>Rolling by Date with representative prices set to Close Old Contract,  Close New Contract same day now uses the close of the new contract in  the close of the day before the roll.<br \/>\n<span style=\"text-decoration: underline;\">This change was done to match the results of the Fortran Back-Adjuster, which handles this in a more correct way.<\/span><span style=\"font-style: italic;\">When backadjusting ED<\/p>\n<p>The close value of the backadjusted file on 31st Jan should be = Sep 11 close = 99.480.<br \/>\nThe old adjuster does this correctly, the C++ adjuster gives a value of 99.465.<br \/>\nFuture #141 ED_5320B: Back-Adjusted of Eurodollar-3 Mth-Globex-(Floor+Electronic)&nbsp;<\/p>\n<p>Mar, Jun, Sep, Dec<br \/>\n1 day before the end of month<br \/>\n5 months prior<\/p>\n<p>BEFORE<br \/>\n<span style=\"font-weight: bold;\">20110131<\/span>, 201106, 99.475, 99.480, 99.455, <span style=\"font-weight: bold;\">99.465<\/span>,<br \/>\n20110201, 201109, 99.485, 99.485, 99.455, <span style=\"font-weight: bold;\">99.465<\/span>,<\/p>\n<p>AFTER<br \/>\n<span style=\"font-weight: bold;\">20110131<\/span>, 201106, 99.490, 99.495, 99.470, <span style=\"font-weight: bold;\">99.480<\/span>,<br \/>\n20110201, 201109, 99.485, 99.485, 99.455, 99.465,<\/p>\n<p>Here are the closes of the <span style=\"font-weight: bold;\">NEW<\/span> 201109 contract<\/p>\n<p><span style=\"font-weight: bold;\">20110131<\/span>, 201109, 99.500, 99.505, 99.475, <span style=\"font-weight: bold;\">99.480<\/span>,&nbsp; (&lt; now used )<br \/>\n20110201, 201109, 99.485, 99.485, 99.455, <span style=\"font-weight: bold;\">99.465<\/span>, (&lt; was used&nbsp; )<\/p>\n<p>It now uses the close for the Sep 11 on the 31st, not the close on the 1st.<br \/>\nIt was duplicating the close over those 2 days.<\/p>\n<p><\/span><\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Unfair Advantage x.117 build Changes: Amibroker Portfolio Exporting bug corrected.&nbsp; CSIM\/MetaStock file management deletion bug corrected. Perpetuals can now be set to look forward up to 15 months out. New contract rolling schedule located off the Portfolio menu. Fortran Back-Adjuster now strips out reconciling records that trail expiry. Markets with only options are identified in [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"_links":{"self":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/502"}],"collection":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=502"}],"version-history":[{"count":6,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/502\/revisions"}],"predecessor-version":[{"id":3839,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/502\/revisions\/3839"}],"wp:attachment":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=502"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=502"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=502"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}