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what happens to a running strategy ATM at rollover
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what happens to a running strategy ATM at rollover
Hello, what happens to a running strategy ATM or even from Sharkindicators if i roll over the future instrument on ninja trader continum CBOT cornfutures for example. Does everything stay the same and the strategy is moving on on the newer instrument or do i need to refresh/actualize/restart the strategy ?Tags: None
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Hello mirex,
Thank you for your post.
When an instrument rollover occurs, your positions and strategies will not be rolled over to the new expiration. You would need to close your position on the old instrument, then open a position with the ATM on the new expiry. As for the strategy, you may need to check with Sharkindicators on how it behaves, though typically you need to restart the strategy after rolling over. NinjaScript strategies are not automatically rolled forward and must be manually rolled over.
Please let us know if we may be of further assistance.
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