![]() Step 2 – Create the code that executes the rollover trades If you are not, then you will absorb the discount between the contracts into your profit/loss when you exit the trade. Step 6 from above is very important, because you want to make sure you are out of a position on the correct rollover date. appended dates in the array to match roll points, as illustrated by the dip in open interest.visually inspected non-adjusted continuous contracts that were spliced eight days before FND.the output created array assignments and loaded the calculated roll points in YYYMMDD format into the array.chose to roll eight days before FND and had the function print out pure EasyLanguage.used the same function to print out exact EasyLanguage syntax.used my function to locate the First Notice Date in crude.I had to wrap up Part -1 rather quickly and probably didn’t get my ideas across, completely.
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