How to identify place where linked contracts in continuous contract?  [SOLVED]

Are you aware that most traders skip a contract month with crude oil?

from CME website link provided earlier and it states following

"Trading terminates 3 business day prior to the 25th calendar day of the month prior to the contract month. If the 25th calendar day is not a business day, trading terminates 4 business days prior to the 25th calendar day of the month prior to the contract month."

Have a look at the expiration calendar

https://www.cmegroup.com/tools-informat ... -calendar/

Yes, the rollover date is important information to know if you are trading crude oil futures. Unfortunately that date is determined differently by each data vendor. Sometimes a fixed date and sometimes when more volume arrives in the next contract, or in the case of Interactive Brokers possibly just made up from random information. All is not lost however; as you can calculate the day you want to roll by using a day offset from the native PowerLanguage keyword named ExpirationDate. So your code might look like this:

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vars: DTE(DateToJulian(ExpirationDate)), DaysB4Exp(5), MP(0); if getappinfo(aiStrategyAuto)=1 then MP=MarketPosition_at_Broker else MP=MarketPosition; // Get out if expiring soon if DateToJulian(Date)>=DTE-DaysB4Exp then begin if GetAppInfo(aiRealTimeCalc)=1 then Alert("Expiring contract - Roll!"); if MP>0 then Sell next bar market else if MP<0 then BuyToCover next bar market; end;

You can download the continuous contract from BarChart.com and that has the individual contracts listed if that helps you visualize the dates, but that might not be the same as IQFeed.
qm.txt

Hi Xurma,
Please be aware that the CME settlement date is not the same as the rollover date that your data provider uses for continuous contracts. If you cannot backtest on each individual contract month in Portfolio Trader and must use a continuous contract, then you will have to construct your own or find out what method they use to roll.
If you just want to re-create the formula for crude oil settlement, then the basic code would look like this:

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vars: WD(0), MD(0); // Current day. 0-Sunday, 6-Saturday WD=DayOfWeek(D); // Current date. days are 1-31 MD=DayOfMonth(D); // Roll 20th-22nd depending on weekends if MD=20 and (WD=3 or WD=4 or WD=5) then print("Rolling on 3 days prior: ", DateToString(DateTime)) // In 4 days the 25th falls on a weekend else if MD=21 and (WD=2 or WD=3) then print("Rolling on 4 days prior: ", DateToString(DateTime)) // 25th in 3 days and not on Saturday or Sunday else if MD=22 and (WD=1 or WD=2) then print("Rolling on 3 days prior: ", DateToString(DateTime));

This code only checks for weekends; the full solution requires checking for holidays also and is non-trivial so you would probably have to pay a programmer to provide that. But first make sure what you need.