Question about when to roll equity futures in NQ and ES
Hi, guys, I have found a recommendation from tickdata dot com that says the best time to roll NQ or ES is the twelfth of the roll month, so do any of you roll later than that? I'm asking because I've been in the industry before but was never clear on when the best time to roll a continuous chart trade is, so could you all offer some insight on when the best time to roll NQ or ES is?
- TJ
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Here are some of the criteria people use:
1. Roll when the new contract volume exceeded the old contract volume
2. Roll on the Thursday the week before expiration
3. Roll after expiration
4. Roll on the day before expiration
1. Roll when the new contract volume exceeded the old contract volume
2. Roll on the Thursday the week before expiration
3. Roll after expiration
4. Roll on the day before expiration