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eSignal & continuous EUREX future contracts
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Esignal and Continuous contracts in NinjaTrader
I too am having trouble getting a continuous contract for FDAX ##-##. I'm using eSignal and i want to understand this correctly.
I have a strategy that i am leasing and it reference s FDAX##-## in the code for a continuous contract. If i pull up a chart of FDAX##-##, no data loads onto the chart. Obviously we are not getting any signals either.
If i use the current contract FDAX 06-12, then i get continuous data going back as long as eSignal supports (i assume about 120 days).
MY QUESTION IS: how can i setup the code in the strategy to reference the current contract, regardless of what month that actually is so that when rollover comes along all i have to do is load the new contract month chart and apply the strategy to it???
Cheers,
CanOz
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CanOz, correct you could not sue the ##-## expiry here - setup a user defined input for the added series so you can point to the current front month as needed - for example currently 06-12 > NT would then merge back as far as the eSignal backfill would allow. I believe with the extended data option that would be 30-40 days for tickdata.BertrandNinjaTrader Customer Service
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Is there some sample code to use a string variable as an input so that the FDAX symbol could be changed as a user input?
Thanks
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RyanM,
This is related to the current thread. Hard coded strategy uses a secondary data series FDAX ##-##. If I want to make the data series an input so it will work in E-Signal as this thread is discussing, what is the best way?
public string Data = "FDAX ##-##";
protected override void Initialize()
{
Add(Data, PeriodType.Minute, 5);
}
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Yes, that would provide for an input for your secondary series in a NinjaScript indicator or strategy.Last edited by NinjaTrader_RyanM1; 03-23-2012, 10:54 AM.Ryan M.NinjaTrader Customer Service
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