Rollover date 1 day before expiry- logic in Ninjascript

prabbala

Junior Member

Join Date: Mar 2019

Posts: 24
#1

Rollover date 1 day before expiry- logic in Ninjascript

04-09-2019, 07:07 PM

How to rollover dates of Instrument - Say "GC 06-19" on June 1 2019? Bars.Instrument.MasterInstrument.GetNextExpiry(Dat eTime.Now). I need to check if NextBusinessDate(DateTime.now) == Bars.Instrument.MasterInstrument.GetNextExpiry(Dat eTime.now) , then close the current position and start a new chart with position on GC 09-19
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 21883
#2

04-10-2019, 07:08 AM

Hello prabbala,

Welcome to the NinjaTrader forums!

The RolloverIndications indicator is a great example of how to find the next rollover date.

Rollover indications - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/rolloverindications-2/

Shows a button on the chart to roll the expiry to the next available contract month. Option to hide button until a number of days before or on roll date. Another option to confirm by opening the instrument overlay selector or automatically rollover without confirmation. (Update June 27th, 2019 – Added an option to show […]

The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

Chelsea B.NinjaTrader Customer Service
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Rollover date 1 day before expiry- logic in Ninjascript

Rollover date 1 day before expiry- logic in Ninjascript

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