NetChange for YM- mini dow contract

[a-10tankkill]

A couple of weeks ago the NetChange column for my YM contract has been off by alot. WIth the Septmeber contract it started showing being down as much as 200 points and kept showing negative each day whether positive or negative, and was always showing in the hundreds. Now with the December contract it is always showing positive in the hundreds. I have the ES, 6E, NQ, and ZB contracts in the Analyzer also and they are all correct. Any ideas what is going on?
Thanks

[NinjaTrader_RyanO]

Hi,

Thank you for your post.

Can you please go to Tools-->Instrument Manager-->Search for the YM instrument-->highlight the YM search result-->Delete.

Then please disconnect from your data feed and then reset your instruments. To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.

Then please create a brand new Market Analyzer window, and add the Net Change column.

[a-10tankkill]

Hello,
I'm back. I did follow your directions, but it didn't change my problem. Now I have lost NetChange for the ES, 6E, NQ, and EMD. Nothing shows in the window for these instruments. However the ZN, ZB, and YM show, but they are all incorrect. For example as of now this morning the YM is showing a 303 point gain, when it is actaully around a 65 point change.
I'm using Ninja on an Wind XP Pro computer, with a Trading Technologies data feed.
Thank you
Bob

[jstnbrg]

LastClose is no longer being broadcast by CME on some contracts

This may actually be a problem coming from the CME (&CBOT). I trade using Trading Technologies feeds, and I have been having a similar problem with currency and stock index futures. According to tech support at my clearing firm and Trading Technologies, the CME has stopped broadcasting LastClose data for those contracts but not all contracts. It is important to know (and I didn't previously know despite being a professional trader for over 20 years) that LastClose and Settlement prices are not the same thing. I think that Ninjatrader uses Lastclose, but most charting software uses Settlement (the official closing price rather than just the last price traded during a session). I think this problem is not going to go away. Ninjatrader needs to include Settlement as a data field and give us the option to calculate Netchange from Settlement.

[NinjaTrader_RyanO]

Hi,

Thank you for your post.

NinjaTrader does use the LastClose price, and so I will forward your suggestion to use the Settlement price when calculating NetChange to development for consideration in the list of possible future enhancements. Thank you.

[a-10tankkill]

Thank you! I was wondering what the problem could be since it seemd to just change out of thin air with no other noticeable problems. I would appreciate it being added in the near future. I use net change for various reasons as a reference during the day, and it was nice to have it in my face.

[cshomecs]

Is this still the case?

Hello,

I just wanted to double check and see if this was still the case. I am looking for net change based on settlement as opposed to last close. Is NinjaTrader not yet supporting net change based on settlement? If it matters, I am using Zen Fire as my data feed.

Also, regarding last close, what is the difference between net change in the market analyzer and the net change used in the indicator that NinjaTrader_Tim created (http://www.ninjatrader-support2.com/...tchange&desc=1). I am a little confused as to what is being used to calculate net change. For example, for ES 03-10 the MA is showing Last close of 1119 and the indicator is showing prior day close of 1114.25 Apologies if it is really straightforward and I am just missing the point; I am exclusively used to platforms that use settlement.

Thanks in advance.

[NinjaTrader_Tim]

Hi cshomecs,

The NetChangeDisplay was created primarily for charting, however I am working on making the display available for the Market Anaylzer. As of now, you are correct, the Market Analyzer does not display the correct information.

As for the NetChange showing the difference from the close instead of the settlement price, Zen-Fire does not provide the settlement price. If you are able to find the settlement price of a contract from another source, you can use the following indicator to display the difference.

http://www.ninjatrader-support2.com/vb/local_links.php?catid=1&linkid=259

[cshomecs]

Hi cshomecs,
If you are able to find the settlement price of a contract from another source, you can use the following indicator to display the difference.

http://www.ninjatrader-support2.com/...d=1&linkid=259

Thanks for the quick reply. Appreciate it. I also saw that indicator but didn't realize that was the difference between the two. This is something that I could find useful.

I just added it to a chart, and it seems to be calculating the net change as (User Defined Close) - (Last) as opposed to (Last) - (User Defined Close), so the chart is printing a negative net change when it is in fact positive. Am I correct?

Also, you mention in the indicator description that it is "useful for Market Analyzer". Can the output (net change) of this indicator be added to Market Analyzer?

[NinjaTrader_Tim]

Hi cshomecs,

Agreed, that (Last) - (User Defined Close) is more intuitive.

I have made the change and posted it here...

http://www.ninjatrader-support2.com/vb/local_links.php?catid=2&linkid=259

[cshomecs]

Hi cshomecs,

Agreed, that (Last) - (User Defined Close) is more intuitive.

I have made the change and posted it here...
http://www.ninjatrader-support2.com/...d=2&linkid=259

Thanks for the quick update. Regarding my earlier question, you mention in the description that this is "useful for market analyzer". Does that mean that this can be added to the market analyzer window? I am not quite clear on how to add this there....

Also, on a different note, I went to see if I could edit the indicator myself, but I am missing the NinjaScript editor under tools. Is this because I am on the free license of NinjaTrader supplied by my broker? Sorry for the off topic post, but I am new to NT and just getting my feet wet.

Thanks again.

[NinjaTrader_Tim]

Hi cshomecs,

1. You can add a column with an indicator to the Market Analyzer.
More info at - http://www.ninjatrader-support.com/H...emovingColumns

2. Yes, very likely the reason. Please send an email to [email protected], with ATTN: Tim in the subject line. In the email, please include your License Key, this can be found at "Help>License Key" in the Control Center within NinjaTrader.

[cshomecs]

Hi cshomecs,

2. Yes, very likely the reason. Please send an email to [email protected], with ATTN: Tim in the subject line. In the email, please include your License Key, this can be found at "Help>License Key" in the Control Center within NinjaTrader.

E-mail sent. Thanks.