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Date/Time: Sat, 30 Nov 2024 04:46:19 +0000



Post From: Contract rolls on OI

[2022-12-21 17:48:54]
aroymukherjee - Posts: 22
I have a couple of questions on contract rolls:
1. Is it possible to roll contracts on OI (second consec trigger) on Sierra for backtesting (pic enclosed from a different platform).
2. When running an autotrader for a portfolio what is the best way of getting a summary report every day for roll triggers (I say this as I have seen guidance from Sierra NOT to select autorollovers but to do it manually.
imageContract rolls on second OI trigger.png / V - Attached On 2022-12-21 17:48:12 UTC - Size: 9.55 KB - 88 views