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MultiWalk Rollover Monitor

This TradeStation app is lightweight and automatically monitors a list of symbols for rollover. There are no charts to update or maintain. Just one app to run — set and forget it. A popup will notify you when a rollover has occurred.  Never miss a rollover again!  Plus, eliminating bar charts to monitor rollovers significantly reduces the stress load on TradeStation and makes monitoring rollovers easy and efficient.

Highlights
  • Monitor many futures instruments for rollover.  Easily define the continuous symbols directly in the app.
  • Run the monitor using the TradeStation customer ID number licensed to MultiWalk or an alternate TradeStation ID customer number.  This is especially useful if MultiWalk is licensed for one ID, but you want to run the Rollover Monitor on a different system that has a different ID (such as a VPS that runs your live trading).
  • Lightweight (no stress on TradeStation) and efficient.  Much better than running, monitoring and updating TS charts to track rollovers.
  • Track the actual previous and current contract associated with the continuous symbol.
  • Monitor the expiration date and number of days to expiration for the current contract.
  • Easily sort columns by clicking on header title.  Clicking on Days to Expiration quickly identifies what contracts are nearing their rollover.
  • Never miss a rollover!  Receive message box popups when a rollover occurs, or easily view the log of past rollovers.
Purchase

Purchase the rollover monitor by navigating to the purchase page and scroll to MultiWalk Rollover Monitor.

Download

Once purchased, download the rollover monitor here.

Installation

1. MultiWalk Pro must first be installed to run the rollover monitor.  If you received a new MultiWalk license key file that activates the MultiWalk Rollover Monitor, be sure to copy the key file to the MultiWalk Program folder.  Follow these instructions to install your license key file.

2. Unzip the MultiWalk Rollover distribution file.  The MultiWalk Rollover Monitor is distributed as a ZIP file.  If you are unfamiliar with ZIP files, please see this short video for unZIP instructions.

3. Copy “MultiWalk Rollover.DLL” to your TradeStation program folder. The default location of this folder is “C:\Program Files (x86)\TradeStation 10.0\Program”

4. Import the file “MULTIWALK ROLLOVER MONITOR.ELD” into TradeStation

5. “MultiWalk Rollover” monitor will be added to your Apps tray.  Click on “MultiWalk Rollover” to add it to a TradeStation workspace.

The first time you run the app, a full list of Futures symbols will be loaded:

@AD,@BO,@BP,@BTC,@C,@CC,@CD,@CL,@CT,@DX,@EC,@EMD,@ES,@FC,@FV,@GC,@HG,@HO,
@JY,@KC,@KW,@LC,@LH,@MBT,@MP1,@NE1,@NG,@NK,@NQ,@O,@OJ,@PL,@RB,@RR,@RTY,@S,
@SB,@SF,@SI,@SM,@TU,@TY,@US,@VX,@W,@YM,@E7,@J7,@M2K,@MCL,@MES,@MNQ,@MYM,@QH,
@QM,@QN,@QU,@ENY,@NIY,@VXM,@MHO,@MRB,@MHG,@ETH,@MET,@FF,@SR1,@SR3,@TBF3,@TWE

MultiWalk Rollover will load the futures contract data for each symbol in the list.  The data is saved to a database for rollover tracking.

Rollover Monitor List

The first time that MultiWalk Rollover is run, the monitor list will include every entry that has been added to the database.  You can reduce this list to only the symbols you want to monitor.  However, the database will continue to update all the symbols in the database, whether they are in the monitor list or not.  This is to ensure that the contract data is kept fresh and up-to-date in case you add or subtract symbols from the monitored list.

Important! Only symbols in the monitor list will issue rollover alerts.

Rollover

When a rollover occurs, you will receive a pop-up window.  The rollover will also be displayed in the Activity Log window and recorded to the log file.

Notice that the previous contract and previous contract expiration date will also be tracked.  These columns will only have values once a rollover has occurred.

Important!  Notice that in the above example, the MultiWalk Rollover app identified when TradeStation rolled over to the new forward contract.  TradeStation rolled the HOZ24 contract on 11/21/2024 even though the contract did not expire until 11/29/2024.  This is extremely import so that we can (1) exit any open positions from the rolled contract before it expires and (2) keep our strategies in sync with TradeStation’s current continuous project.  In this example, @HO now contains HOF25 data, not HOZ24 data.

You must run (or keep running) the rollover monitor every day in order to capture the exact day when TradeStation rolls a contract.  If you forget, then you will be notified of rolled contracts the next time you run the monitor, but it will be after-the-fact and you risk hitting the contract’s expiration date.

Sortable Columns

You can easily sort the columns by clicking on the column header to alphabetize the symbols or sort the Exp Days column to determine which contracts are closest to their rollover/expiration date.

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