I have 2 questions:
- How can I access data of the same day for 2 contract months via code?
- I want to compare the Volume of one contract month to the Volume another contract month for the same day. I want to do this for all contract months of a specific instrument. So AddDataSeries is not an option here because I would have to have an AddDataSeries for each month. So I would have hundres of BarSeries, which I am not even sure is possible.
- How can I edit the Rollover Dates via code in a strategy for historical data?
- I want to set the Rollover Dates depending on the Volume of each contract month.
The result should be something like something like:
If Volume[0] of contract month x+1 > Volume[0] of contract month x then set Time[0].Date as Rollover Date.
It is very burdensome to go through each contract, compare the volumes and than change it in the Instruments settings manually.
Thanks in advance!
Kirk
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