There are additional calculation methods available for the following strip functions:
The functions above can now take an optional 3rd parameter that will control calculation methodology. The additional calculation methods are:
AN - Stands for "Active Now Contracts". It will be contracts that are currently active and not expired.
AA - Stands for "All Active Contracts". It will always be a "full-function" worth of contract, auto-rolling.
AT - Stands for "Active at Time". It will use contracts that were active at that time specified. If you were looking at a WL it would be those active right now, if you were looking at a chart/data table it would use those contracts active on each particular day.
AL - Stands for "Active or Last". It will use either the active contracts last price or if the contract is expired then its last price is used for everyday going forward.
Usage
When the optional calculation method is used it is based on historical time series data, which means you must indicate the data interval as part of the expression. Valid intervals are:
=DAILY
WatchList Example:
Quarter1 2018 for CL using AT: =Daily(Quarter1(CL,2018,AT))