Adjust rollovers

When a commodity database is read from disk, if this box is checked, the data are automatically modified to produce a continuous contract without breaks in price. The most recent contract in the database is shown as actual exchange prices. For all others, they are cumulatively offset back in time as follows: we add to the old contract prices the difference in closing price between the new contract and the old contract on the last day of active trading of the old contract.

If the box is not checked, actual exchange prices are used. Note that this can give unreliable readings from various technical analysis methods.