Is there a way to dynamically change the instrument/expiry of the primary TF ? Of particular interest, I would like to change it to the next ContractMonth on Rollover date (from within the strategy).
Same question (just in case) for any added TF.
While I am at it, is it possible to add a TF after Initialize() (that would be, in OnBarUpdate(), way down the road).
Thanks in advance
Dominique

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