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Function |
Syntax |
Function Details |
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FW |
FW(<Root>,<Optional_Delivery_Months>,<Optional__Offset>) Examples: FW(CL) = Front Month Forward (Simiar to CL 1!, unlike CONT(CL) which is similar to %CL 1!) FW(CL,1) = Second Month Forward (Simiar to CL 2!, unlike CONT(CL,1) which is similar to %CL 2!) FW(CL,H) = Front March Forward (First Available March Contract) FW(CL,H,1) = 2nd March Forward FW(CL,HMUZ) = Forward selecting first available month from the list FW(CL,HMUZ,1) = Forward selecting second available month from the list *Note: FW(CL) is Equivalent to FW(CL,FGHJKMNQUVXZ) |
Similar to Roll and Cont, but does not roll backwards in time. Gives the same value as Roll and Cont when viewed in a Watchlist, but for Time Series windows it is different for historical values. |