Calcualte front month?

[ct]

Scenario: I add an additional instrument to a chart.

Is there a way to calculate the front month other than calculating it using the current month and knowing the rollover rules for the instrument in the indicator?
I didn't know if there was something existing in Ninja Trader that would tell me the current front month for an instrument.

I am surely not the first person to need this but if so I can code it easy enough.

Cheers

[NinjaTrader_ChelseaB]

Hello ct,

(edit, I overlooked this is in the NinjaTrader 7 section of the forums)
https://ninjatraderecosystem.com/use...erindications/

It is possible to calculate the next rollover by looking at the Instrument.MasterInstrument.RollOverCollection.

The RolloverIndications indicator calculates the next front month and you can use this as an example.
https://ninjatraderecosystem.com/user-app-share-download/rolloverindications/


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[ct]

ChelseaB

That looks like the ticket.

I do have MergePolicy.DoNotMerge as I want to see only volume for the contract period i am working with. I will need to evaluate the impact of a change to this setting.

Many thanks.

Cheers

[ct]

ChelseaB

How do I get the RollOverCollection for an instrument other than the chart instrument?

Scenario: I am on a YM chart and want to add the "RTY". How do I request the RollOverCollection for the RTY?

I tried replacing "MasterInstrument.RollOverCollection" with "RTY".RollOverCollection" but it wasn't happy.

Cheers

[NinjaTrader_Jim]

Hello ct,

You could try the following:

foreach (Instrument inst in Instruments)
{
    if (inst.MasterInstrument.Name == "ES")
        foreach (RollOver rollover in inst.MasterInstrument.RollOverCollection)
            Print(rollover.ToString());
}

This works in Initialize, but if you are trying to use it to dynamically add data, this may not always work as it is not 100% supported. You could try writing some logic that uses DateTime.Now in the logic to identify the appropriate rollover to use, and this may be better than trying to use the primary data series Instrument to look up what the current contract period would be.

Accessing the RoolOverCollection in NtinjaTrader 7 is not a documented/supported item, but the NinjaTrader 8 help guide can be helpful to get some hints on using.

https://ninjatrader.com/support/helpGuides/nt8/rollovercollection.htm

We look forward to assisting.

[ct]

Jim

I can make this work.

Many thanks.

Cheers
Cliff