• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Rollover continuous charts

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Rollover continuous charts

    Continuous charts, like for example ES ##-##, should not rollover to the current front month!

    #2
    Hello Mich62,

    Thank you for writing in.

    So I can better understand your question or suggestion, can you please clarify what you mean by Continuous Charts should not roll over to the the current front month? A continuous contract is a string of front month contracts, so I'm confused by your question/comment.

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hello NinjaTrader_AlanP,

      I use continuous contract charts for a longer term view (or what else are they good for). After every rollover they are changed to the current front month so I have to manually change them back again to continuous.

      To me it seems obvious that the continuous chart should not rollover as it is, well, continuous. Why would one want to rollover a continuous contract? This is something you just don't do. A continuous contract doesn't expire like a front month contract (so no need to rollover). As a front month contract expires one needs to roll it over to the next front month. The rollover function makes it possible to do this automatically.

      I also use front month contracts charts so I use the rollover function for these contracts.

      Please exclude continuous charts from the rollover. I hope I made myself clear. Otherwise, please let me know.

      Comment


        #4
        The rollover of a ##-## chart is handled by the provider. We do not manage those dates/offsets.

        It is still not clear what you mean. Continuous contracts are designed to automatically rollover based on rules that the providers set. We have no influence on this behavior

        Are you talking about back adjusting the contract? If so, some providers like Kinetick/IQFeed will give you the option to set if the contracts are back adjusted or not.
        Attached Files
        MatthewNinjaTrader Product Management

        Comment


          #5
          Please see attachments...
          Attached Files

          Comment


            #6
            Thanks for the clarification - I agree that is undesirable behavior of the rollover logic. I have submitted to development to review - NTEIGHT-10407
            MatthewNinjaTrader Product Management

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by Dr3am, Today, 05:10 PM
            0 responses
            2 views
            0 likes
            Last Post Dr3am
            by Dr3am
             
            Started by imalil, Today, 04:28 PM
            0 responses
            3 views
            0 likes
            Last Post imalil
            by imalil
             
            Started by bboyle1234, Today, 03:47 PM
            0 responses
            1 view
            0 likes
            Last Post bboyle1234  
            Started by caveat_lector, Today, 03:46 PM
            0 responses
            6 views
            0 likes
            Last Post caveat_lector  
            Started by fx.practic, Today, 03:29 PM
            0 responses
            3 views
            0 likes
            Last Post fx.practic  
            Working...
            X