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under rollover policy you can put certain months or adjusted prices etc.
You can display when the contract rolls over by going to the toolbar. Under OPTIONS go to EXECUTE OPTIONS. Under the ORDER tab, find Entry & Exit for rollovers. You can select none/exit/re-entry number of contracts or re-entry dollars.
A_roll = HO(ROLLOVER_DATE="1 Day before Expiration Day",ROLLOVER_POLICY="Backward Adjusted Prices")
ATTR XvarA = (1*( Close of front A_roll))
B_roll = CL(ROLLOVER_DATE="1 Day before Expiration Day",ROLLOVER_POLICY="Backward Adjusted Prices")
ATTR XvarB = (1*( Close of front B_roll))
ATTR XvarC = (1 * XvarA-XvarB)
Date is from 08/14/2006 to 08/14/2008
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