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Futures rollover dates
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Hello 2Look4me,
Thanks for your post.
A strategy will need to be applied against a data series to be tested so if you are using a typical expiry then you would need to disable the strategy, rollover and then re-enable the strategy. An alternative would be to apply the strategy against a continuous contract.
If this does not resolve you inquiry, could you elaborate on what you are trying to accomplish?
I look forward to being of further assistance.
JimNinjaTrader Customer Service
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Hello 2Look4me,
I stand corrected with my previous recommendation, it would not be supported to execute trades off of a continuous contract. ("NQ ##-##" would be the syntax for an NQ continuous contract.)
It would be possible, however, to have a strategy add multiple data series for each future contract month, and then use logic to have the strategy use a different BarsInProgress whenever it is time to rollover so the trades take place on the next open contract period.
A complete guide for creating a Multi Time Frame NinjaScript can be found here - https://ninjatrader.com/support/help...nstruments.htm
Please let us know if we can be of further assistance.JimNinjaTrader Customer Service
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