Exit on futures expiration.

[Czarek]

Hello. Are the any way in futures newer carry trade to the next future and always exit on the futures expiration?

[QuantKey_Bruce]

If you take a look at the excellent add-on RolloverIndications by NinjaTrader_ChelseaB you will see how to determine everything about the current rollover, and you can have your strategy exit on the appropriate day if you wish.

[NinjaTrader_BrandonH]

Hello Czarek,

Thanks for your post.

You could reference the RolloverIndications indicator created by my colleague Chelsea that QuantKey_Bruce mentioned to see how to determine certain information about the current rollover contract.

RolloverIndications: https://ninjatraderecosystem.com/use...indications-2/

You could then program your strategy to exit based on the day of the futures contract rollover date.