Login Page - Create Account

Support Board


Date/Time: Sat, 05 Jul 2025 19:22:09 +0000



Post From: Volume based rollovers and ACSIL

[2021-02-10 19:09:37]
User987654 - Posts: 70
Hi,

I want to automatically roll my positions (ie. if long, sell current month/buy next month) over to the new contract when the chart rolls to the new contract. Is there a flag or function in ACSIL that indicates when the chart rolls over to the next contract? I don't need to monitor it all the time so the "within 4 days" rule is totally fine.

Since this analysis is already built into SC, I am hoping that you will create a flag for it if it doesn't exist. I am an amateur when it comes to programming in C++, but if the flag can't be added, can you please point me to the right functions to use to build it myself?

Thank you