Continuous ES Contract

[ChiTrader]

Can anyone offer a how-to for doing a daily emini S&P for the past 2 years using DTN-IQ as the historical data provider?

Thanks

[NinjaTrader_Jason]

Please go to Tools-->Instrument Manager. Highlight the ES and set the Expiry to ##-##. Add the ES ##-## to your instrument list.

Open up a chart by going to File-->New-->Chart. Configure the Format Data Series window, so it will reflect two years of historical data and click OK.

[clearpicks]

Is it possible to create continuous CL contracts using IB as datafeed?

[styr_trader]

Back testing

Could somebody explain how to do backtesting on a YM, for example, contract, when contact is expired and roll over new contract happened?
Is NT automatically switching to new symbol after expiration day of the previouse one?

[NinjaTrader_JoshP]

Please use the ##-## contract for extended period backtesting. Alternatively you can merge data from back contracts into the expiry you want to use and that will populate the historical data.

[cbaer]

Hello Josh, hello Jason,

I ran into this forum post about continous contract backtesting and was wondering if I could do the same with Zen-Fire and Opentick.

Unfortunatly neither seem to support the continous contract format
ES ##-##. Merging the old data into the ES ##-## does not seem to yield results either, as no charts are displayed after merging (was using minute data)

There was another idea mentioned that one could merge
old data into an existing contract.

Unfortunatly the instrument manager only lets me select instruments from 01/08 or later. I am sure Opentick provides for example quotes on the ES from 2005 or 2007 but I can not load them now and therefore
not merge them as I am not allowed to select these old expiry dates.

Thank for any help you great guys could give me.

[cbaer]

After reading http://www.ninjatrader-support2.com/...ead.php?t=3285
I guess I need to be more specific.

The problem occurs when using Zen-Fire as the first connection and OpenTick as the second. In this case the continous ES contract ES ##-## is not supported by OpenTick and of course not by Zen-Fire as they do support ist anyway (see forum post above)

So I cannot use continous contracts while connected to ZenFire and Opentick simultaneously?

[NinjaTrader_Jason]

Hello cbaer,

Unfortunately continuous contracts are not supported with Zen-Fire and OpenTick.

Upon merging you will need to merge data into the current front month contract, please see the instructions at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

In order to be able to select previous expiry months, please set your PC clock temporarily to 2005 and you should be able to select the desired expiry months.

[trader65]

Ninza should have an auto rollover feature ....

[NinjaTrader_Jason]

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[palinuro]

I also think an auto-merge feature into a ##-## contract would be a great help.

At present, does the manual merge have to be done into the current contract or is there a way of creating a ##-## contract and merging the individual contracts into it? (I tried this, but get a message saying there's no data in the 'to' contract.)

thanks,
palinuro

[NinjaTrader_Jason]

Hello palinuro,

You will need to merge it in an individual contract. Unfortunately it is not supported to merge data into the ##-## contract.

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[palinuro]

Thanks Jason. It would also greatly help to support merging into F##-##? Doing it into the current contract results in the history being wiped out when the current contract is refreshed - or at least it did when I tried it.

[NinjaTrader_Jason]

Hello palinuro,

Unfortunately this is as expected. Please see the following link for more information regarding loading historical data.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

[palinuro]

Hello palinuro,

Unfortunately this is as expected. Please see the following link for more information regarding loading historical data.
http://www.ninjatrader-support.com/H...ricalData.html

Expected, yes, but it does make the ability to merge into a ##-## contract a real necessity.