Table of Contents

Enum RollTrigger

Namespace
Balsam
Assembly
Balsam.Backtester.dll

Continuous contract roll methodologies

public enum RollTrigger

Fields

None = 0

None

OpenInterest = -1

Open

Volume = -2

Volume

OpenInterestAndVolume = -4

Open interest and volume

OpenInterestOrVolume = -3

Open interest or volume

DayRelativeToStartOfMonth = -5

Relative to start of month

DayRelativeToEndOfMonth = -6

Relative to end of month

DaysBeforeExpiration = -7

Relative to expiration date