backtest roll over

[kapa1]

Hi. Forgive me if this has been answered before but I could not find the thread.

When we do a backtest of ES for strategy, when is the exact date of rollover collection start? Is it on the day of expiration date or a day after?

Another question. I have strategy to exit out 30 second before the market close. I am a little concerned about potential internet down or power outage but would like to keep 30 seconds as exit time. What can I do to make sure I am out of the position before market close when power goes out?

Thank you for your time.

[NinjaTrader_AlanP]

Hello kapa1,

Thank you for your note.

The roll is prior to the expiration. You could go to Tools>Instruments and search the instrument, scroll to the bottom>Contract Months>and you’ll see the Rollover date NinjaTrader uses. You could see more about roll dates on CME,

http://www.cmegroup.com/trading/equity-index/rolldates.html

Regarding your closing order, since this would be sent from your PC, you may consider a VPS (virtual private server) to run your NinjaTrader on. This would be like a virtual computer running with some big company that has reliable power/battery backups.

Please let us know if you need further assistance.