Share New Research 
This is my first futures attempt, I want this to be simple monthly rebalancing with NQ and VX. I know my roll logic is not preferable, but its enough for me right now. So for now its fine with just NQ, but I want to add VX with a smaller weighting. I tried adding:
if contracts.Key.Value == Futures.Indices.NASDAQ100EMini:
after line 28: "for contracts in data.FutureChains.Values:" But I get an error, and I'm stuck how to define this chain for just the NQ, so I can add another "for contracts..." loop for the VX to set it with a smaller SetHoldings amount.
I hope that makes sense.
thanks!
mark
Shile Wen
Hi Mark,
To access the base contract symbol for a Futures Contract, we need to access it's .Symbol.ID.Symbol field. I've shown this in the attached backtest.
Best,
Shile Wen
Mark hatlan
Thanks Shile!
Mark hatlan
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