Hi Team,
(IN BACKTEST)
I have a strategy (Strategy ID: 2309048) where it takes positions in next week expiry (which is available at more than 8 days ahead).
Eg: Entered on 05.08.2022 with the positions of 18/08/2022 expiry.
But at the end of current near by expiry i.e., 11/08/2022, the present counter and the open positions are getting abandoned and a new counter is starting on next day i.e., 12/08/2022.
Actually, as the positions are related to 18/08/2022 expiry, the counter should not close on 11/08/2022 and should carry forward the positions till 18/08/2022 End of Day.
Please help me in carry forwarding those positions as stated above.