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To: Brian Hornby who wrote (17339)3/3/1999 8:25:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 44573
 
Now, there is an example where the Continuous looped and messed you up. Your model sold the March Contract, I would guess, but it is using the Close on the June to calculate Open Equity.

Check it, the Open Equity is over $4k from a sale above 124; but the March Contract Closed above 121 which would be less than an Open Equity of $4K.