Hi all
Is there a code that could let me create an indicator based on WTI, which could detect automatically the end of the contracts (rollover) and swith when the rollover is over for the available contracts?
The purpose of this question is because i'd like to "improve" the current USD index by adding WTI.
In fact, USD and gold are no longer well correlated. Apart frrom the big movements of the USD INDEX WHICH then correlate with the direction of GOLD especially to boost Gold going north.
In contrary, WTI seems currently to be the best.
I have no idea concerning the Brent. My 3 brokers did not give me this possibility.
Is there a code that could let me create an indicator based on WTI, which could detect automatically the end of the contracts (rollover) and swith when the rollover is over for the available contracts?
The purpose of this question is because i'd like to "improve" the current USD index by adding WTI.
In fact, USD and gold are no longer well correlated. Apart frrom the big movements of the USD INDEX WHICH then correlate with the direction of GOLD especially to boost Gold going north.
In contrary, WTI seems currently to be the best.
I have no idea concerning the Brent. My 3 brokers did not give me this possibility.