Rolling over futures with Strategy

[mgbloomfield]

If a Strategy that trades futures (e.g. ES) is always in the market, what's the best way to deal with a rollover of the ES from one contract to the next contract?

How does the strategy know when to stop trading the current "ES 06-08" contract and start trading the next "ES 09-08" contract?

[NinjaTrader_Dierk]

>> How does the strategy know when to stop trading the current "ES 06-08" contract and start trading the next "ES 09-08" contract?
There is no "auto-detect". You manually would need to restart your strategy on the new expiry.

[mgbloomfield]

Please add this to your list of feature requests.

Some sort of way to auto-rollover to the next contract of the same instrument.

It would have to know which day to roll over and be able to detect the next near-month contract of the same instrument.

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.