I'm working on a strategy to trade future contracts and I come up the following related questions.
1. is it possible to trade a single future contract continuously?
For example, to trade FDX, when current month expires, it closes the position of current month, and roll the position to next month. It seems to me that the contract month has to be part of the instrument name in NJ.
2. how the gap of price is adjusted between two contracts, e.g. how the price is adjusted when roll a contract from one month to another
3. How do I set up back testing to test this strategy.
thanks a lot.
Brent
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