Well , since i am planning on trading the EMINI NASDAQ.
The emini contract trades on a quarterly basis , which is great .
What I am trying to do , i am trying to get the Trading Strategy to
EXIT on the second last trading day and re enter the position 3 days Later on the new contract. This will give me a 5 day weekend once a quarter. ( reason why we trade for ourselves)
I have been trying to use the AND2 function
And2 ” 2 inputs”
First Input ” A=B, where A= Days until third Friday, and B=1 #
Second input ” using the OR 4 FUNCTION, using the March, June Sept Dec month flags”
Setting to exit on current bar close .
I am hoping this will avoid the roll situation , i want to only trade the current contract.
Then for the Entry , i am hoping to use BARS INACTIVE set to 1 AND 2 .
NOR2 INPUT 1 ” bar inactive 1″
input2 2 ” BAR INACTIVE 2 ”
Well i am not getting the results i expected and getting some weird Trade logs
The TS in the tade by trade is giving me strange trades,
The date column has the date and then it shows exiting on that day
The next bar has the same date but a fill date a day late and very strange they both have the same fill Rate.
The fill rate is the correct rate for the next day open .
