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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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jesso started the discussion Is this the correct way to rollover futures?

# region imports from AlgorithmImports import * # endregion from datetime import datetime import...

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

sorry i meant this

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

hi louis , i found this example too , do this perform rollover too?

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

HI louis,

1 years ago

jesso left a comment in the discussion Long and Short two different futures with a bracket order

# region imports from AlgorithmImports import * # endregion class...

1 years ago

jesso started the discussion Is this the correct way to rollover futures?

# region imports from AlgorithmImports import * # endregion from datetime import datetime import...

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

sorry i meant this

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

hi louis , i found this example too , do this perform rollover too?

1 years ago

jesso left a comment in the discussion Is this the correct way to rollover futures?

HI louis,

1 years ago

jesso left a comment in the discussion Long and Short two different futures with a bracket order

# region imports from AlgorithmImports import * # endregion class...

1 years ago

jesso left a comment in the discussion Long and Short two different futures with a bracket order

yes,only entry order is made in the Ondata methid

1 years ago

jesso left a comment in the discussion Long and Short two different futures with a bracket order

Modify the OnorderEvent like below:

1 years ago