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Rollover with automated strategy

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    Rollover with automated strategy

    I was wondering about contract rollover with automated strategies.
    I have a dozen strategies running live to test them and was wondering how to update them with rollover on monday in the crude market.

    It appears that I can change anything in the strategy when disabled, but I dont see how I can change the instrument ?
    Do I have to build a new strategy with the new contract date and start the strategy over ?
    How does that affect historical perfromance data I am collecting ?

    thanks
    Shane

    #2
    Hi Shane, you're unfortunately correct in understanding here - the rollover would need to be done manually and would require the setting up of a new instance of the script to be able to change the run on contract / expiry (different when running from a chart) - enhancing this process through a auto rollover potentially is on our feedback list for future consideration and I've just added a vote on your behalf in here as well.

    The Account Performance data would be stored in the database would be aggregated over all expiries that you executed on.
    BertrandNinjaTrader Customer Service

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      #3
      thanks for the info !

      shane

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