Hi, The AA plays two contacts for the final day. Future H8 ended on 20 march and future J8 started late in the afternoon.
I ran a backtest on this specific day only and I got two sets of trades concerning H8 and J8. The results are combined. Long H8 Long J8 Short H8 Short J8 Long J8 open Long H8 J8 end at the last minute of the day : correct H8 stay open at the last minute of the day and I dont want H8 for the testing. My graph displays only J8. How can I force the AA to run the contract that is displayed and ignore the previous contract H8 ? Thanks
