Support Board
Date/Time: Tue, 26 Nov 2024 02:27:07 +0000
Post From: Automatic date exclusion of Rollover week from Charts
| [2024-01-27 18:49:08] |
| User61168 - Posts: 403 |
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Hello SC users, I am wondering if anyone has a solution to automatically exclude the Monday-Friday dates of rollover >> expiration week. Per this link from CME https://www.cmegroup.com/trading/equity-index/rolldates.html , I do not want to trigger trades from Monday to Friday whenever the rollover date kicks and until the contract is expired. p.s. I am aware of the manual "exclude dates" feature of SC. I am hoping to include a universal logic in my automated strategy (either via simple alert or spreadsheet formula) to stop trading for these specific 5*4 days each year. Edit: Basically, I am trying to have any positive or negative effects of "Continuous Contract" setting of SC by excluding these days in my backtest results. Date Time Of Last Edit: 2024-01-27 18:50:49
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