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02-23-2010, 11:01 AM
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Join Date: Jun 2009
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Using Continuous Contract Data in Strategy
I have a strategy backtested using the continuous contract for the CL. In live trading however, whenever we have rollover to a new front month my indicators are thrown off due to change in previous day's data from the new front month data. I want to confirm NT functions for this. Can I edit the symbol map for the continuous contract to the new front month and run the strategy off the continuous contract ##-## instead of the actual front month contract, so that way my indicators will be compiled correctly?
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