Has anyone dealt with rolling futures in the quantstrat and blotter
framework?

I am working on an event based strategy -- the eventIndicators function just
returns a whole list of events in xts format (values = 1) that coincide with
the index datetimes of the mktdata

# add the event indicators
stratEvent <- add.indicator(strategy = stratEvent, name = "eventIndicators",
arguments = list(price = quote(getPrice(mktdata))))

I then add rules for entry and exit based on the event column being true:

stratEvent <- add.rule(stratEvent, name='ruleSignal', arguments =
list(sigcol="MEm1"),sigval=TRUE, orderqty=100, ordertype= 'market',
orderside=NULL, threshold=NULL),type='enter')

I would like to have this strategy applied to a futures contract based on a
specified rolling convention (e.g. if < 2 days before first notice of
delivery, trade the 2nd contract, otherwise trade the 1st e.g. TY2 Comdty
versus TY1 Comdty).

I would like to apply this strategy to 1 portfolio covering multiple decades
of data of closing price data with the whole futures chain.  I'm not sure
how to call applyStrategy to get the result I want when the instrument the
strategy is trading changes over time.

Thanks.

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