Handling contract market data and long running futures strategy

[tactevo]

I'm a NinjaTrader broker customer. Using NinjaTrader broker data, I understand that if I show a front month futures contract on a chart, and expand the date range to cover dates before that contract, the Chart will merge and show contracts in a continous series. This works very nicely.

How is the data for long running automated futures strategies typically handled? Is there a way for the strategy to auto-merge or auto-switch the symbol for the next contract so that the strategy automation sees one contious price series over a long period (ie, 1 year +). I'd like to find a way to avoid stopping the strategy at the end of contract expiry, only to replace the symbol with the next contract and then re-starting the strategy.

[NinjaTrader_ChrisL]

Hello tactevo, thanks for your post.

The contract month for a futures instrument cannot be changed through NinjaScript, you would need to restart the strategy on the new contract month upon rollover. I will submit a feature request to add this ability, but currently, auto rollover is not possible.

Kind regards.