Dynamic Futures Instrument LIst

[tgn55]

I have numerous instrument lists, mainly with Futures symbols, that I regularly use to back-test strategies. Problem is, when the symbols are added, it enters the current dated contract month... but if I want to rerun my backtest say in a few months hence, I need to modify all of the symbols in the list to the new contract month. Sigh...

Would be nice if there was a way to "roll over" futures symbols in the Instrument List automagicly...

Any thoughts? Can this be added to the wish-list?

Cheers,
T.

[NinjaTrader_ChrisSch]

Hello tgn55,

Thank you for your note.

I have submitted your suggestion to our development team as a feature request.

Let us know if we may assist further.

[jeronymite]

tgn55,

I have a a small piece of NinjaScript that could be used to automate this, if that helps at all. You can find it here:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1157430-instrument-selector-not-providing-latest-future-expiry

The result of the code shown is the Next Expiry date string for the Instrument submitted. Simply add the Instrument symbol and a space in front of the result and it should be good to go.