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Senior Member
Join Date: Feb 2009
Location: Redwood Shores, CA
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I'm using following chart:
* Intraday chart (e.g., Renko) * Instrument of EMD 12-10 with default session template (which is CME US Futures RTH I believe) * Merge policy is set for MergeBackAdjusted I'm trying to determine the boolean logic to detect when we've rolled over to new contract within a continuous contract intraday chart that auto-merges many contracts per the merge policy setting. I want to detect this historically via the indicator if possible so I can see the precise first bar in my chart for a newly rolled over contract (e.g., in March, June, Sept, Dec for index type futures). I've tried a couple of ideas - like Bars.TotalTicks or Bars.TickCount for the variable to check against but still no luck, for example: Code:
if (Bars.TotalTicks > 1) //<---- Not sure of if expression here to detect rolled over contract
//Found first bar of new contract that we've rolled over/merged into on this chart
Print(String.Format("Rolled Over Contract Detected with {0} on TickCount {1}, Bar {2}, [{3}]",
Instrument.FullName, Bars.TickCount, CurrentBar, Time[0]));
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