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Hello,
When my "continuous" "daily" gold chart rolls-over from June 2009 to September 2009 I want to be able to call within my EFS code the new front month which is September.
How can I do this? Is there an EFS function like "Delivery Month" , "Contract Month" , "Expiration Month", etc. which returns a string like "March" "June" Sept" "Dec", or, returns a number like 1 for Jan, 6 for June, 12 for December.
I need, for "live" trading, to be able to call the front month being used by my "Gold continuous contract chart" which changes from March to June to Sept to Dec each time the continuous chart "Rolls-over", and do this from within my EFS strategy code.
Thanks in advance. Any help would be really appreciated.
Regards,
Rod
When my "continuous" "daily" gold chart rolls-over from June 2009 to September 2009 I want to be able to call within my EFS code the new front month which is September.
How can I do this? Is there an EFS function like "Delivery Month" , "Contract Month" , "Expiration Month", etc. which returns a string like "March" "June" Sept" "Dec", or, returns a number like 1 for Jan, 6 for June, 12 for December.
I need, for "live" trading, to be able to call the front month being used by my "Gold continuous contract chart" which changes from March to June to Sept to Dec each time the continuous chart "Rolls-over", and do this from within my EFS strategy code.
Thanks in advance. Any help would be really appreciated.
Regards,
Rod