1. Click file, symbols, new symbol

2. Enter the symbol's parameters and click OK

3. Create a chart and collect data for the symbol.

4. Click file, symbols, symbols list

5. Find the symbol you just created and double click on it

6. Change the symbol to the next expiration month and click OK

Example:
You want to create a continuous contract for the September S&P Emini's: ESU2
Click on FILE, SYMBOL, NEW SYMBOL and enter the parameters for ESU2.

Create a chart for ESU2 and collect data for it.

When you want to begin to collect data for the next expiration month, click on FILE, SYMBOL, SYMBOLS LIST, find the ESU2 symbol you just created, double click on it, then change the symbol to the new month, in this case ESZ2.
The chart you just created will contain the data for ESU2 but will now collect data for ESZ2.
 

Trading any market carries a high level of risk, and may not be suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading, and seek advice from an independent financial advisor if you have any doubts.

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