Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Rollover with automated strategy

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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.

    Comment


      #3
      thanks for the info !

      shane

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by CarlTrading, Yesterday, 11:51 AM
      0 responses
      12 views
      0 likes
      Last Post CarlTrading  
      Started by CarlTrading, Yesterday, 11:48 AM
      0 responses
      18 views
      0 likes
      Last Post CarlTrading  
      Started by CaptainJack, 03-25-2026, 09:53 PM
      0 responses
      13 views
      0 likes
      Last Post CaptainJack  
      Started by CaptainJack, 03-25-2026, 09:51 PM
      0 responses
      12 views
      0 likes
      Last Post CaptainJack  
      Started by Mindset, 03-23-2026, 11:13 AM
      0 responses
      18 views
      0 likes
      Last Post Mindset
      by Mindset
       
      Working...
      X