strategy to trade future contracts

[brent_]

Hello,

I'm working on a strategy to trade future contracts and I come up the following related questions.

1. is it possible to trade a single future contract continuously?
For example, to trade FDX, when current month expires, it closes the position of current month, and roll the position to next month. It seems to me that the contract month has to be part of the instrument name in NJ.

2. how the gap of price is adjusted between two contracts, e.g. how the price is adjusted when roll a contract from one month to another

3. How do I set up back testing to test this strategy.

thanks a lot.
Brent

[NinjaTrader_Bertrand]

Brent, trading a single rolling contract continuously would not be possible unfortunately. For back-testing where are native continuous contract available for some providers (accessed by the ##-## expiry). If that's not used NT can also create a continuous contract itself by merging the past expiry data into the current front month - if you want the gap back adjustment to happen or not could be set as option.

https://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm?zoom_highlightsub=merge

[brent_]

Is it possible to change instrument on the fly?

on the rollover date, I'm considering to close the position of an old contract month, and establish a position for the new contract month automatically.

Thanks

[NinjaTrader_Bertrand]

Is it possible to change instrument on the fly?

on the rollover date, I'm considering to close the position of an old contract month, and establish a position for the new contract month automatically.

Thanks

This would unfortunately not be possible - you would need to start a new strategy instance on the new expiry for rollover, if the script would then still be in a position coming from historical data the needed order to sync up your account in the new contract month could be generated by NT automatically (SyncAccountPosition)