Continuous Strategy - Roll-over position to next contract

[gmeirelles]

Hello experts!

I have a strategy and I would like to make a test to add an automatic "rollover position" in a futures contract without re-configuring the Strategy parameters by adding these conditions:

Example E-Mini 03-24 to 06-24 - I have the strategy running on the ES 03-24
- 2 days before the 03-24 Contract expiration I set the Strategy to close the current position on the 03-24 and (Re) Open it in the 06-24;
- Automatically update the Instrument in my strategy to now track the 06-24 instead of 03-24

How can it be achieved via code? Is there any example I can follow?

Thank you in advance.

[NinjaTrader_BrandonH]

Hello gmeirelles,

Thanks for your post.

There are no supported NinjaScript methods or properties for rolling over the contract expiration date of an instrument that a strategy is running on.

This forum thread will be open for other community members to share their insights on unsupported code to accomplish this.