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> If I have various indicators that require certain number of daily bars to
> analyze, what do I do when a contract approaches expiration ?
In addition to Gary Fritz good advice, let me make sure you understand
"rolling forward"...
Sometimes you want to hold a position through the expiration date. To do
this you have to roll forward by closing out the position in the expiring
contract and taking the same position in a futures contract with a later
expiration date. Long term positions can be rolled forward many times.
Aaron Schindler
Schindler Trading
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