Rollover in TS backtesting and MC autotrading

NexusFi · 2016-10-24T14:48:50-04:00

Hello all, Is there a way (except for manually inputing the dates in a function) to get rollover dates for futures so you can easily backtest in Tradestation (TS) and replicate in autotrading in Multicharts (MC)? For instance, are there reserved words one can use in TS to get the expiration date (or rollover date if different from expiration) in TS, and may be automate rollover? and how can one move such information on expiration/rollover dates to MC? Thank you

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Updated October 24, 2016

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Rollover in TS backtesting and MC autotrading

October 24th, 2016, 02:48 PM	#1 (permalink)
alko San Diego, USA Elite Member Experience: Intermediate Platform: MC Trading: All Posts: 48 since Aug 2016 Thanks Given: 7 Thanks Received: 14	Hello all, Is there a way (except for manually inputing the dates in a function) to get rollover dates for futures so you can easily backtest in Tradestation (TS) and replicate in autotrading in Multicharts (MC)? For instance, are there reserved words one can use in TS to get the expiration date (or rollover date if different from expiration) in TS, and may be automate rollover? and how can one move such information on expiration/rollover dates to MC? Thank you