roll over of contract using portfolio trader  [SOLVED]

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dingmanhoe123
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roll over of contract using portfolio trader

Postby dingmanhoe123 » 18 Aug 2016

If I am using portfolio trader to trade, what do I need to do during roll over of contract?

1) should I use the pause button to stop all strategy and use close button to flat all position for the contract that will be expired. and then manually buy / short the required no. of contract for the new contract?

2) what should be the most proper procedure?

3) can I choose to use synchronize mode or asynchronize mode when I use protfolio trader?

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Kristina MultiCharts
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Re: roll over of contract using portfolio trader

Postby Kristina MultiCharts » 19 Aug 2016

Hi,

If you are using Portfolio Trader and you need to change the contracts to new ones, you will need to do it manually.
1) You need to make sure you do not have any open positions on the contracts that are about to expire.
2) You will need to change broker symbols to current contracts in Symbol Mapping window in the main MultiCharts window.
3) Yes, it possible to select Sync and Async mode for auto-trading in Portfolio Trader.
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dingmanhoe123
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Re: roll over of contract using portfolio trader

Postby dingmanhoe123 » 19 Aug 2016

If I use the close position button in portfolio trader, should I use pause button to stop further trading first? Otherwise the system may execute another trade if I use synchronise mode, right?

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TJ
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Re: roll over of contract using portfolio trader  [SOLVED]

Postby TJ » 19 Aug 2016

dingmanhoe123 wrote:If I use the close position button in portfolio trader, should I use pause button to stop further trading first? Otherwise the system may execute another trade if I use synchronise mode, right?



You should code into your logic to automatically detect the expiration date,

and to exit all future contracts x number of days before expiration,

and not to initiate any new trades until the new contract is set.
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bomberone1
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Re: roll over of contract using portfolio trader

Postby bomberone1 » 08 Oct 2016

Hi,
could someone of user post an example about how to do
"the logic to automatically detect the expiration date,
and to exit all future contracts x number of days before expiration,
and not to initiate any new trades until the new contract is set."

I think that also should be a check the number of contracts are same example: close 18 contracts in the current expiration contrat and the ts reopen in new front month 18.

Thanks


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