Suggestion - Rolling contracts


I would find it useful to have a trade function where I could roll my position from one month to the next especially as we approach expiry. I am thinking it would take a form similar to that of the current reversal function where you are making two trades in one, in this case you would close your current position and open the new one with the same amount of contracts but for the next appropriate contract month.

Additionally, in an ideal world once rolled the position should still retain the p&l associated with it since inception so as to not appear as a new position, I think this would greatly enhance the integrity of data for the portfolio. As someone who often has positions that last for weeks rather than days I find that when I roll a position it can often negatively distort my ratings on C2 and often misrepresent how the fund is being run in terms of commissions, slippage, realism, APD, avg win, avg loss and avg trade length.

Several of my own systems are longer term than most on C2 so I may find this more useful than others, but if there are other vendors who would find this useful please feel free to comment.