I've been scouring the forum and haven't found the answer to my question. I've looked here - which may be related here
Could you provide an example of Automatic contract rollover using the algorithm framework or a workaround?
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Nico Xenox
Hey dsherman,
if you look for algorithm framework only you could take a look here. If you want to do it the normal way you could take a look at this post.
Best,
Nico
Dsherman
Hey Nico Xenox ,
Thanks for the response, I'm just not seeing how the futures are rolled in the algorithm framework. Maybe this process is abstracted away somehow?
Louis Szeto
Hi Dsherman
You may want to take a look on this explorer strategy featuring Futures.
Best
Louis
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.
Dsherman
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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