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Rollover continuous charts

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    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

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          #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

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