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Date/Time: Wed, 27 Nov 2024 09:43:18 +0000



[User Discussion] - Roll help

View Count: 258

[2023-09-08 11:58:03]
User731023 - Posts: 138
I use continuous contract, time back adjusted on ES.
Rollover is 9/11. When is the best time to roll?
Would it be before O/N open at 5:00 CST on Sunday?

The reason I ask is because many times I have to make adjustments
after I roll to new contract to have correct levels for
the past.
Date Time Of Last Edit: 2023-09-08 11:59:09
[2023-09-10 16:27:53]
user_xyz - Posts: 416
There really isn't an answer to "best time to roll." Typically most begin trading front month contract when volume is equal to or surpasses contract being rolled. Just depends on your system.


Futures Contract Roll 411
Continuous Futures Contract Charts: Introduction

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