Sometimes a decision to skip over certain delivery months is desirable. A typical example of this is a long term system trading Crude Oil. In order to conserve commissions and further slippage costs a strategy may be to skip every other month so that instead of trading all twelve month contracts you now can build the back-adjusted stream to include every other contract; six in this particular case.
The Custom Delivery Month interface allows you to customise your delivery month logic to suit your trading style. Simply check the months you wish to include. There are two delivery month templates:
- Legacy — Delivery Months are static for simplicity
- Custom — You have full control over any changes you wish to make
Learn more about the roll manager.