Create a continuous contract

In commodity trading, continuous contract is used for testing since the current contract has short history data. Can someone show me how to create this type of data using AB ? Thanks.

Hello,

I do not have any experience in creating a continuous contract for commodities, I usually buy my futures data.

But if you check out the following it may give you what you are looking for.
Continuous Contract Rollover
http://www.amibroker.com/members/library/detail.php?id=1114&hilite=VarSetText

Anthony

2 Likes

Thanks Anthony. It’s what I am looking for. Prior to asking the question, I did a search on this forum it did not turn up that article. Apparently, the search engine is local to just this forum.