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Rollover date 1 day before expiry- logic in Ninjascript
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Rollover date 1 day before expiry- logic in Ninjascript
How to rollover dates of Instrument - Say "GC 06-19" on June 1 2019? Bars.Instrument.MasterInstrument.GetNextExpiry(Dat eTime.Now). I need to check if NextBusinessDate(DateTime.now) == Bars.Instrument.MasterInstrument.GetNextExpiry(Dat eTime.now) , then close the current position and start a new chart with position on GC 09-19
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Hello prabbala,
Welcome to the NinjaTrader forums!
The RolloverIndications indicator is a great example of how to find the next rollover date.
Shows a button on the chart to roll the expiry to the next available contract month. Option to hide button until a number of days before or on roll date. Another option to confirm by opening the instrument overlay selector or automatically rollover without confirmation. (Update June 27th, 2019 – Added an option to show […]
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