Page 1 of 1

Rolling Futures - Order type

Posted: Tue Sep 20, 2016 4:35 am
by AceofAce
Hello everyone,

Anyone has an idea what is the best order type to use to roll futures positions to the next contract month without being in front of the screen at the time of fill. I trade with Interactive Brokers and create a calendar spread to roll. I enter a start time to roll at a liquid point of the day since I am not in front of the screen during the liquid session. Still not sure what order type to use though to achieve a good roll spread and what is the optimum roll time.