I'm taking a course in an Iqfeed / Multicharts / IB environment, and the rollover process in that environment is a bit of a nightmare. How would the process work in an IQ / NT / IB setup? I've used NT with rithmnic for combines, and the rollover was infinitely more simple and seamless but i think NT uses its own database to prevent fake gaps from throwing off an algorithmic strategy in that setup. How would rolling a position prior to the availabilty of the IQfeed new continuous contract be managed in an IQ / NT / IB environment in the interest of avoiding the fake gap issue?
thanks,
David
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