Just a reminder for everybody wondering if one should have auto-rollovers of future contracts enabled. You do NOT want to have this enabled when running automated strategies.
I was so smart and had it enabled and the result was not that good (I don’t know what I was thinking how it should work). Anyway when IG rolled over the contract last night PRT stopped the strategy because of external interference but left the new position in the new contract open. So I ended up with an open position but no strategy managing it.
So I assume if one wants to run foward contracts to safe the overnight fees one has to take care of the rollover self.
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