Rolling Position Backward Calculation

The concept is that the price of a spread between 2 futures months is always seen as the price of the earlier month minus the price of the later month.  Thus when rolling backward, Agiblocks will invert the price automatically. There is no need to enter a negative value.

As a result when you first roll a price forward and than backward at the same price, the system will see that in one case there is a buy action and in the other case there is a sell on the spread, for the same price. The result in the calculation will be correctly 0.00.