Rolling Futures Trading Strategy

[fede_de_viaje]

I am new to NinjaTrader and I would like to know how to build a trading strategy with Futures. The strategy is simple: go short the front contract, on the last trading day of the contract (or one business day before), buy to close the short position and simultaneously go short the next contract. I would like to add a stop loss to the strategy.
The problem I find is that I am not sure how to provide the order to close the position based on the futures expiration date. There seems to be some explanation here (NinjaTrader 8) but it looks like it has to be done manually.
More importantly, I am not even sure how to backtest the strategy. I was able to see that you can create a full history of the front contracts with the Contracts Month section (NinjaTrader 8), but I can't figure out how I can deploy the rollover strategy with this continuous historic information. That is to say, if I am short and the expiration date is coming on my current front futures contract, I need to buy to close the short and at the same time go short a contract that is not even yet part of the price series. This might be solved by downloading all the different futures separately, but not sure how to achieve this.
Is there a function that triggers a buy/sale on futures based on contract expiration date that can be backtested?
Thanks

[NinjaTrader_ChelseaB]

Hello fede_de_viaje,

Welcome to the NinjaTrader forums!

Below I am providing a link to a forum post with helpful information about getting started with NinjaScript and C#. Be sure to watch the 'Automate Your Trading with NinjaTrader's Strategy Builder' and 'NinjaScript Editor 401' training videos.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040

A NinjaScript Strategy will trade the instrument (including the expiry) set in the Data Series window.

It would be necessary to add the forward expiry month as a separate instrument with AddDataSeries() for trades to be placed to either expiry month.

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

Further, it would be necessary to use the DoNotMerge merge policy to allow data for the instrument to load before its rollover date.

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/89719-new-user-chart?p=751356#post751356

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/96311-backtesting-choosing-contract-month?p=782986#post782986

It would be possible to get the expiry date from a specific rollover.

https://ninjatrader.com/support/helpGuides/nt8/rollovercollection.htm

Below is a link to a rollover indications script that gets the date from a specific rollover.

https://ninjatraderecosystem.com/user-app-share-download/rolloverindications-2/

A script can be backtested with the Strategy Analyzer.

https://youtu.be/kjnyYlzzog8

https://youtu.be/RaAWxf2jxp8

https://ninjatrader.com/support/helpGuides/nt8/index.html?backtest_a_strategy.htm#HowToRunABacktest

If the merge policy is set to MergeBackAdjusted, it would not be necessary to change the expiry. Just use the current expiry and the backtest will work without issue.