how do you handle futures roll-over?

I also found that problem.

I am trying to get LIM/XMIM work on backtesting futures ...

 

When you do back-test futures spreads, let's say we are doing a Crude/BRENT spread,

they don't expire at the same time.

what shall I do?

Of course we can define a roll-date to roll them both at the same time,

but when we roll, how do we handle those cash in-and-out due to rolling, in back-test?