Share New Research 
I'm thinking about the best practices here. I've got a futures continuous universe set up. It rolls over nicely to the next contract and all is well.
However, I have an ADX indicator (which has some moving averages within it) attached to that futures contract.
Considering I already have the SetContract working well (it's mapping to OpenInterest), is it best to reset the ADX values on contract change as well or something else? All I have it doing right now is updating to the new contract… but that is starting to make me think I'm going to get some issues.
Thanks in advance
Derek Melchin
Hi Echoes,
If we apply the indicator to the continuous contract prices, we don't need to reset the indicator when the contract rolls over. The indicator will just continue to reflect the prices of the continuous contract.
We would only need to reset the indicator if we were applying the indicator to a specific contract and then we switch to a new contract after the rollover.
Best,
Derek Melchin
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Echoes McCarthur
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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