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Adding other Futures instuments

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    Adding other Futures instuments

    Hi,

    In the Initialize I want to add some other futures instrument bars (using Add). Add requires the instrument name, however I want this to always be the current contract period, So if I restart my strategy after the rollover then it will add the new one? Is there a generic name I can use for this?

    #2
    Sorry for our late reply Mark: unfortunately there would be method to support the current front month as per the rollover dates set, I would suggest making a user input so you can directly set as needed on the UI parameters for your script.

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