This is the first post on this forum (or any forum for that matter), so apologies if I'm not following standard forum etiquette.

I have coded a strategy to trade ES futures on the Daily timeframe through Tradestation. Part of the strategy uses a 200 day moving average, so it's not feasible to automate it on the current contract since its MA will never match the continuous contract's MA (since 200 days > 3 months). Is there any way to have a strategy run on @ES and for it to place trades on the active contract with no further input from me? Ideally, I would like to let the strategy run for a whole year without having to manually switch contracts every quarter.

If that's not possible, I know my other course of action would be to manually switch contracts every quarter. I would also have to use @ES as Data Stream 2 on the chart and just reference its MA in the strategy.

-Samuel

just auto trade @ESM23 and when roll happens from June to Sept roll to @esu23 then to @ESZ23 etc.

I didn't know that was possible, thank you!

That solves the two data streams problem, is there any solution/method to avoid manually rolling contracts every quarter?

I didn't know that was possible, thank you!

That solves the two data streams problem, is there any solution/method to avoid manually rolling contracts every quarter?

This is the first post on this forum (or any forum for that matter), so apologies if I'm not following standard forum etiquette.

I have coded a strategy to trade ES futures on the Daily timeframe through Tradestation. Part of the strategy uses a 200 day moving average, so it's not feasible to automate it on the current contract since its MA will never match the continuous contract's MA (since 200 days > 3 months). Is there any way to have a strategy run on @ES and for it to place trades on the active contract with no further input from me? Ideally, I would like to let the strategy run for a whole year without having to manually switch contracts every quarter.

If that's not possible, I know my other course of action would be to manually switch contracts every quarter. I would also have to use @ES as Data Stream 2 on the chart and just reference its MA in the strategy.

-Samuel

It will do this automatically — check the "Use this symbol for trading'checkbox:

"Use this symbol for trading - Check this setting to create a tradable symbol that includes the contract month and year along with coded rollover parameters to place orders on your custom continuous contract from the TradeStation Order Bar or via automated strategies. "

Not sure what you mean by "it will do this automatically" - but just to be clear it certainly does not roll automatically for you.

I was referring to the custom continuous contract which does roll automatically, according to the criteria you specify.

Not exactly.

It rolls at the time according to the info you specify, but it is not automatic. You still have to manually change the symbol from something like @ESM23=11INC to @esu23=11INC, and you would have to manually enter and exit positions as appropriate.