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Continuous contract

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    Continuous contract

    Dear Sirs

    i'm trying to build a continuous contract and it seems to me that by using NT merge command it will create a back adjusted continuous contract , is that correct?
    But i would like to create a continuous contract not back adjusted so to have the real prices traded for the old contract , is that possible?

    #2
    >> it will create a back adjusted continuous contract , is that correct?
    Correct

    You would need to export the data , rename the data file and import with new target name. Export/Import does not backadjust.

    Comment


      #3
      Originally posted by NinjaTrader_Dierk View Post
      >> it will create a back adjusted continuous contract , is that correct?
      Correct

      You would need to export the data , rename the data file and import with new target name. Export/Import does not backadjust.
      Thks

      it would be very handy to have an automatic procedure which builds not adjusted continuous charts.

      Rgds.

      Massimo

      Comment


        #4
        It would be very handy to have an automated process for roll-over .. peridod!!
        Current method is aqward and error prone.

        Comment


          #5
          Hello Sirs,

          Is there any possibility to write a ninjascript in order to solve the roll over issue with futures contracts in NT7. I mean there must be a solution not to set up all strategies every quarter year (e.g. index futures) or (e.g. CL-Futures) every month again?

          Many thanks,

          Robert

          Comment


            #6
            Hi Robert, unfortunately it's not possible to automate the needed roll process for future execution, I've added your vote though to our list of feedback regarding this item.

            Thanks,
            BertrandNinjaTrader Customer Service

            Comment

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