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?
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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?Tags: None
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