I think it is safe to say no one has yet figured out what "the way you want to" actually. Are you trying to avoid a bit of slippage (which can either be positive or negative) or do you truly believe you can change the equation when the levels at which these contracts trade is significantly different ... say the 80 points you use in one example? The prize behind door number one is attainable and door number two is a fantasy.
on ES I would say 99.99% of all ES traders just roll out on roll out day. Which is on a Thursday. That is when the spread between the expiring front month and the new back month will be the tightest, so there is no reason I can think of to roll out early. at IB, you just enter the sell and the buy at the mkt and hit "Transmit All". Both sides will be executed within less than 1 second. If you want to get in a limit, just make the closing trade a limit with the opening trade contingent at the mkt.
You asked me the same question earlier and I have already answered it. There's nothing radical or nothing new in what I am asking here which is, I can and have been able to do for quite some time in trading since I've been with TD. Is there a newer question?
Do you really believe, as you apprear to have said, that you save 80 points this way? Here are your words: Closing out an ES position that you may be long much higher than current market and then opening a new one at the prevailing price, let's say as an example lower by 80 points, is not the same as a calendar move whereas you get to keep the same position opened to in effect extend the time period you are in that contract.
I am aware of IB being another TD like broker. It's the data feed that you don't have a choice with at IB. If that should change, they would be my next best choice. Thanks for bringing new light to a topic that has gone way too deep off track.
NO. I don't save or gain nor am I looking to gain or avoid loosing or not paying for anything. If I am theoretically long at 1800.00 and the market goes to 1700.00, then closing the position to open a new one at 1700.00 on the December expiry is not the same as rolling to the March 1800.00 contract. I am simply long at 1800.00 as I were initially. I understand there's a cost to carry and don't have a problem with any fees involved. There's nothing to circumvent, dodge here or conspiracy creative plotting. Just wanna be long or short for as long as such time I choose not to be any longer.