Instead we execute a roll transaction for the open positions during the rollover day??
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Rollover option for Futures Contracts
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Rollover option for Futures Contracts
Is it possible to have an option whereas we don't have to "MergeBackadjust" the contract time series?
Instead we execute a roll transaction for the open positions during the rollover day??Tags: None
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NT7,
Yes the time series is backadjusted but what I am saying is the position actually exits the previous month contract and enters the properties into the new front month contract.
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Hello,
Not sure I understand as the historical data does not relate to live orders? Are you refering to during a backtest?
Here are your options for historical data merge options, this setting is avaliable under Control Center->Tools->Options->Data Tab. You can set to MergeBackAdjusted/DoNotMerge/and MargeNonBackAdjusted (May be what your looking for)
Let me know if I can be of further assistance.BrettNinjaTrader Product Management
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