Rolling contracts

[Ben]

Hi,
Is it possible to specify when each contract is rolled when backtesting strategies that involve longer holding periods of individual contracts?
Thanks
Ben

[Roman]

Hi Ben, sorry this is not possible

[Ben]

Thanks very much. How many days before expiry then are contracts rolled during backtests? If I wanted to backtest buying Wheat and shorting corn for several months each year and the Wheat contract expires during this trade then I need to roll the position before I exit, how is this factored into backtesting? Or does each trade only consist of 1 expiry?
Many thanks!