Contract rollover and offset problem

[NinjaTrader_Jason]

I have the same offsets for 06-12 and 07-12. But I have an offset of 12 for the 05-12.

Can you please tell me the ticket number of our email correspondance. I will send you a backup file that includes my database and historical data. Please restore the file on your end and check if this will work. Be aware that this will replace your database and historical data with the database and historical data in the backup file.

@Camron, I am not aware of such plans. However a supported 3rd party vendor created a NinjaTrader add-on for the iPhone and Android system. Please see the link below for more information.

http://www.zweisteintrading.eu/

In addition, please create a new thread in the future.

[kemin]

My offset for 08-12 is -16, attached also other months for your comparison.

I believe you have this pesky contract all set up now, am still groping in the dark.

Errm... I might have spoken too early, but your 08-12 offset is wrong too.

Last trade for 07-12 on rollover date May 15 is 3225 and 08-12 is 3209, which makes a difference of -16, so it seems mine is correct.

However officially the close price is 3226 and 3214 for a difference of -12. This I check with another data provider.

[kemin]

I have the same offsets for 06-12 and 07-12. But I have an offset of 12 for the 05-12.

Can you please tell me the ticket number of our email correspondance. I will send you a backup file that includes my database and historical data. Please restore the file on your end and check if this will work. Be aware that this will replace your database and historical data with the database and historical data in the backup file.

@Camron, I am not aware of such plans. However a supported 3rd party vendor created a NinjaTrader add-on for the iPhone and Android system. Please see the link below for more information.

http://www.zweisteintrading.eu/

In addition, please create a new thread in the future.

No email correspondence so far with any of your support staff, this forum is the only source of our exchange.

Err... iPhone / Android add-on? Were you talking to someone else?

[NinjaTrader_Jason]

Yes, iPhone answer was to address another customer that posted in this thread.

Can you please send me an email at support[at]ninjatrader[dot]com. Put 'Attn Jason, Contract rollover and offset problem' in the subject header.

[kemin]

Hi Jason,

So, after what look like an eternity in configuring this contract, I finally made some headway.

Since current active contract is 10-12 month, in order to display this chart with backadjusted data, I first go to the Misc tab to define the 11-12 contract, with the rollover date set to 8/16/12. This is done in advance, since 8/16/12 is a month from now.

Then I request a new chart for the 11-12 contract. Now the new chart displayed is NOT that of 11-12 but rather 10-12 contract, strange as it seem but it works.

However this is not done yet, since the 10-12 offset is zero which is incorrect, I then go over to the Misc tab 10-12 contract definition to manually key in the correct offset of 6.

Shut down Ninjatrader, open a new 11-12 contract chart, now the displayed chart is properly charted with backajustment and offset!

This is far from perfect but how I managed to get it set up with proper backadjustment and offset.

Currently I have to reload the chart daily to get the latest EOD data, NT does not automatically download the latest EOD data for this configuration when I open it from the saved workspace, unlike other charts.

Also, the chart is stuck at loading forever, I need to close the chart and open a new chart then only does NT display properly with the latest daily bar.

I would like to hear what you have to say about this convoluted way of configuring NT to chart a continuous backadjusted 3rd month, mid-month expiration, monthly rollover contract, since neither of us is able to set it up correctly and if there is a better solution to this setup, I would greatly appreciate the insight.

[NinjaTrader_Jason]

Then I request a new chart for the 11-12 contract. Now the new chart displayed is NOT that of 11-12 but rather 10-12 contract, strange as it seem but it works.

--> This is as expected. All historical data will be loaded from the 10-12 expiry and it will be combined with real-time data frm the 11-12 expiry.

You could also manually export historical data to .txt files and then merged it into one text file. Subsequently you would import the text file that contains all data with the name KPO ##-##. Please see the link below for instructions to import/export historical data.

Import

http://www.ninjatrader.com/support/helpGuides/nt7/importing.htm

Export

http://www.ninjatrader.com/support/helpGuides/nt7/exporting.htm