More than two expiries futures contracts

 

Hi,

I'm testing a strategy that includes contract rollover of the current month(or expiry) and the rollover of the next expiry to the third expiry contract (hedging), and all of this near xurrent expiration


for example
Current month for crude oil 
Main : MCLEN24
hedge: MCLEQ24
Near (but before) the expiration I want to rollover
MAIN: MCLEN24-->MCLEQ24
hedge: MCLEQ24 --> MCLEU24


The issue fount that the platform only display two contract current (N24) and the next (Q24) the next one (U24) cannot be added, seems no config available to increase the number of contracts available (see attached picture).


Does someone knows if it's platform limitation, broker ?, data provider, is there a way to have a config done directly in the config files to increase the number of available contracts



Thanks for help

Files:
Capture.PNG  13 kb
 
You already have a topic where you didn't answer to people trying to help, why creating this new topic ?
How to get next expiration contact symbol
How to get next expiration contact symbol
  • 2024.06.12
  • Raf
  • www.mql5.com
Hi, I want to implement an automated EA that do rollover contracts few fays before expiration, using symbol name and SYMBOL_EXPIRATION_TIME I know...
 
Raf:

Hi,

I'm testing a strategy that includes contract rollover of the current month(or expiry) and the rollover of the next expiry to the third expiry contract (hedging), and all of this near xurrent expiration


for example
Current month for crude oil 
Main : MCLEN24
hedge: MCLEQ24
Near (but before) the expiration I want to rollover
MAIN: MCLEN24-->MCLEQ24
hedge: MCLEQ24 --> MCLEU24


The issue fount that the platform only display two contract current (N24) and the next (Q24) the next one (U24) cannot be added, seems no config available to increase the number of contracts available (see attached picture).


Does someone knows if it's platform limitation, broker ?, data provider, is there a way to have a config done directly in the config files to increase the number of available contracts



Thanks for help

It's a broker issue, talk to them.
 
Alain Verleyen #:
It's a broker issue, talk to them.
Hi Alain, 
When I asked the broker they said it's  the MT5 platform limitation, if you have access to an Mt5 platform, could you take a screenshot showing 3 contracts available current, next and the third one and attached. It will be  very kind
Thanks
 
Raf #:
Hi Alain, 
When I asked the broker they said it's  the MT5 platform limitation, if you have access to an Mt5 platform, could you take a screenshot showing 3 contracts available current, next and the third one and attached. It will be  very kind
Thanks
Hi Alain, this topic is completely different, the other one is a way to know what is the next contract, this one is ability to access the third expiry in mt5 that seems not possible(still searching for a solution) I discussed with the broker (amp) and they think it's mt5 limitation and they will ask metaquotes and get back to me(hope with a solution )
 
Raf #:
Hi Alain, 
When I asked the broker they said it's  the MT5 platform limitation, if you have access to an Mt5 platform, could you take a screenshot showing 3 contracts available current, next and the third one and attached. It will be  very kind
Thanks

 

 
Alain Verleyen #:

 

Thanks Alain, 
Could I ask which broker ?