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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...
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?
jesso left a comment in the discussion Is this the correct way to rollover futures?
HI louis,
jesso left a comment in the discussion Long and Short two different futures with a bracket order
# region imports from AlgorithmImports import * # endregion class...
jesso started the discussion Is this the correct way to rollover futures?
# region imports from AlgorithmImports import * # endregion from datetime import datetime import...
jesso left a comment in the discussion Is this the correct way to rollover futures?
sorry i meant this
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?
jesso left a comment in the discussion Is this the correct way to rollover futures?
HI louis,
jesso left a comment in the discussion Long and Short two different futures with a bracket order
# region imports from AlgorithmImports import * # endregion class...
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
jesso left a comment in the discussion Long and Short two different futures with a bracket order
Modify the OnorderEvent like below:
jesso left a comment in the discussion Is this the correct way to rollover futures?
sorry i meant this
1 years ago