Roll over procedure automated trading

[Renejm]

Hi, I am trading the Bund future (the current contract FGBL 09-13) with a NT strategy. I try to figure out what the correct rollover procedure should be. I am not using FGBL ##-## because my data provider is IB and they don't support that. The future will rollover on sept 6 according to the scheme defined in NT.

Question 1: Should the rollover be after the end of the session of Sept 5 or after the end of session Sept 6?

I use an NT strategy with unmanaged = true, I manage my orders in my script. So fo orders I use the SubmitOrder function with the orderactions Buy, Sell, SellShort and BuyToCover.

Question 2: What should be the rigth procedure when I should rollover and there is an opening position in the current contract?

Should that be:
At the close of the session: rollover the FGBL contract in IB manually.
After the session: change the contract used in the graph from FGBL 09-13 to FGBL 12-13
before the new session: by connecting NT to IB, the history of the new contract will be loaded

In the next session the new contract will be traded. Is there more I have to do?

Kind regards,
Rene

[NinjaTrader_PatrickH]

Hello Rene,

Thank you for your post.

1. The contract will roll over to the 12-13 on the sixth of September, meaning after the close of the previous day.

2. There should be nothing further you will need to do, as long as the order rolls into the next contract you should be good to continue the trade on the new contract.

Please let me know if I may be of further assistance.