Enum ContractRolloverType

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Specifies the type of contract rollover calculation to use.

Added in ATAS 8.0.15.

public enum ContractRolloverType

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Fields

[Display(ResourceType = typeof(Strings), Name = "RolloverTypeExpirationDate", Description = "RolloverTypeExpirationDateDescription")] ExpirationDate = 0

Rollover based on predefined contract expiration dates, following standard futures market conventions. This method uses official exchange-mandated expiration dates for contract rollovers.

[Display(ResourceType = typeof(Strings), Name = "RolloverTypeVolumeBasedCurrentEnd", Description = "RolloverTypeVolumeBasedCurrentEndDescription")] VolumeBasedCurrentEnd = 1

Rollover determined when the current contract's activity ends, triggered by the next contract's daily trading volume exceeding the current contract's volume. This marks the end of effective trading period for the current contract.

[Display(ResourceType = typeof(Strings), Name = "RolloverTypeVolumeBasedNextStart", Description = "RolloverTypeVolumeBasedNextStartDescription")] VolumeBasedNextStart = 2

Rollover determined when the new contract's activity begins, triggered by its daily trading volume exceeding the current contract's volume. This marks the start of effective trading period for the next contract.