Does NT support TradeStation "custom" symbols?

[Rocket130713]

Hello,

Does NT support TradeStation (TS) continuous contract "custom" symbols like @ES=103XC (for auto trading) ?

I know that NT supports "standard" TS symbols like @ES but does it support "custom" TS symbols like @ES=13VOC or @ES=121XC ?

Thank you.

Regards

Rod

[NinjaTrader_Bertrand]

Which interface are you using? A workaround / test for the SMTP one was posted here - http://www.ninjatrader-support2.com/...ead.php?t=7814

[Rocket130713]

Thank you for your reply. I am using the DLL interface. Given this additional info, do you know if I apply my TradeStation EasyLanuage strategy to a "custom" TS chart continuous symbol like @ES=107XC, will NT still receive the buy/sell signals from TS and send these orders to my broker? i want to use a fully automated trading set-up using: TS 8.6 platform + NinjaTrader DLL + MF Global broker.

Thanks in advance for your reply. Maybe Dierk might also know the answer to this question?

Regards

Rod

[NinjaTrader_Bertrand]

Did a little test on my end here and it should work if you set the External symbol mapping to for example ES=107XC, then it would be picked up and routed to the front month, normal ES external mapping would give invalid symbol instead. You can easily run a quick test with NTSample on the Sim101 account.

[Rocket130713]

thanks for your reply. I just had 2 other questions:

1. when you did your test on your end, did you set the External symbol mapping to ES=107XC or @ES=107XC ?

2. also how would NT know the actual front month being used for TS chart symbol @ES=107XC ? would NT get this info somehow from the @ES=107XC TradeStation chart itself ? or would i somehow have to tell NT which front month should be used for example Decemeber 2009 (ESZ09) ?

Thank you in advance.

Regards

Rod

[NinjaTrader_Bertrand]

I had the External mapping set to ES=107XC - it would execute then to the current front month as defined by the PC set data and the roll period set in the master instrument setup, so currently 12-09 for the ES.

[Rocket130713]

Thank you for your reply.

Just one other question: When the symbol @ES=107XC in TradeStation "automatically" rolls from Decemeber 2009 to March 2010 on the chart, will NinjaTrader "automatically" change the front month for me, or would I have to change the front month (for execution) in NT manually "by hand" straight after TS chart "rolls" over from back to front month ?

Thanks in advance. Much appreciated.

Regards

Rod

[NinjaTrader_Bertrand]

You're welcome, starting for example with the 1st Dec the current fronth month executed to would be the March 2010 contract then - this is not tied to your custom TS continuous contract boundaries defined.

[Rocket130713]

I'm a little confused by your last reply. When i roll over from december to march do i have to "manually" change the front month in the NT master instrument setup ?

or does the front month set in the master instrument setup change for me "automatically" based on the front month being used on the tradestation chart?

Thank you in advance.

Regards

Rod

[NinjaTrader_Bertrand]

Rod, no as I indicated this is not tied to your TS continuous chart setup then - it rolls based on what is defined as roll period for the master instrument in the Instrument Manager. Set you clock to 1 Dec and open the Instrument Manager up, it will offer the March contract as current one then, as we roll into this on the 10th...

[Rocket130713]

thank you for your reply.

Let's assume we are using @ES continuous chart in TradeStation. I then set the "symbol map - external" setting to ES in NinjaTrader (NT)

it states in the NT help manual / user guide under the "TradeStation symbol mapping" section that we can select an option which "automatically maps to the next closest expiration date". My question: using this "auto map" option, what is the date of the month NT uses to roll from march 2010 to june 2010 (for example) ?

For instance, the answer to the above question might look something like this: "NinjaTrader uses the 11th of March 2010 date to force a rollover from march 2010 to june 2010".

therefore, before 11th of march NT would execute on front month March, then after 11th of march NT would then be executing on June front month (due to a rollover having taken place).

Thanks in advance.

Regards

Rod

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience.

[NinjaTrader_Bertrand]

Rod, there're to way to map things - either map to the nearest front month or map to specific individual expiry, the latter would unfortunately not work if using your custom TS continuous contract symbol.

Take the current contract we're trading as example (12-09 or Z09 in TS) - starting with the month of december NinjaTrader uses the 03-10 (H10 TS) contract as new front month.

If this is not what you seek, please map to a specific expiry using the regular TS contracts.