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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.

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      #3
      thanks for the info !

      shane

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