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Dynamically changing the primary TF instrument/expriry

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    Dynamically changing the primary TF instrument/expriry

    Hi there,

    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

    #2
    Hello Dominique,

    Thank you for your post.

    There is no method to change the primary data series the indicator or strategy is applied to. You can add in another instrument for the next expiry if you wish. The instruments and period types must be added in the Initialize() method.

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

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