This is my first futures attempt, I want this to be simple monthly rebalancing with NQ and VX. I know my roll logic is not preferable, but its enough for me right now. So for now its fine with just NQ, but I want to add VX with a smaller weighting. I tried adding:

if contracts.Key.Value == Futures.Indices.NASDAQ100EMini:

after line 28: "for contracts in data.FutureChains.Values:" But I get an error, and I'm stuck how to define this chain for just the NQ, so I can add another "for contracts..." loop for the VX to set it with a smaller SetHoldings amount.

I hope that makes sense.