Futures rollover dates

[2Look4me]

Hi, is there a way to add the futures rollover dates into the strategy script to test them continuously?
Thanks.

[NinjaTrader_Jim]

Hello 2Look4me,

Thanks for your post.

A strategy will need to be applied against a data series to be tested so if you are using a typical expiry then you would need to disable the strategy, rollover and then re-enable the strategy. An alternative would be to apply the strategy against a continuous contract.

If this does not resolve you inquiry, could you elaborate on what you are trying to accomplish?

I look forward to being of further assistance.

[2Look4me]

For instance with NQ 3-18; NQ 6-18; NQ 9-18; NQ 12-18 I have been applying the strategy to each rollover date. How do I apply the strategy against a continuous contract from NQ3-18 through NQ12-18?

[NinjaTrader_Jim]

Hello 2Look4me,

I stand corrected with my previous recommendation, it would not be supported to execute trades off of a continuous contract. ("NQ ##-##" would be the syntax for an NQ continuous contract.)

It would be possible, however, to have a strategy add multiple data series for each future contract month, and then use logic to have the strategy use a different BarsInProgress whenever it is time to rollover so the trades take place on the next open contract period.

A complete guide for creating a Multi Time Frame NinjaScript can be found here - https://ninjatrader.com/support/help...nstruments.htm

Please let us know if we can be of further assistance.