Gann type continuous contracts EOD

[charllie1]

Does any one know how make back a adjusted continuous contracts?

I am currently using free kinetick data source

1) What i am looking to do is to create same month continuous contracts all , June or all may etc.

2) Can you load a chart by month?

Many thanks

Charlie

[NinjaTrader_RyanL]

Hello charllie1,


Thank you for your post.


1) You will use the expiry "##-##" for a continuous contract. Example: ES ##-##

When connecting to Kinetick End of Day (Free), keep in mind that you will be able to access daily, weekly, monthly and yearly charts. Intraday intervals (Tick, Minute) will be unavailable.

2) You can create a monthly chart. From the data series menu, select "Month" as the Period type.

[charllie1]

Thanks Ryan,

yes i know that, but what i am looking to do is to load a specific month rather than the current month.
For example say i want to look at SOYBEANS JANUARY 2013 and i want that be connected to SOYBEANS JANUARY 2012 and SOYBEANS JANUARY 2011 and so on.

These Gann type contracts

is this possible?

BW

C

[NinjaTrader_RyanL]

Hello charllie1,


NinjaTrader will automatically merge and back adjust previous contract months into the current front month contract as long as your merge policy is set for this:

• Control Center > Tools > Options...
• Data tab
• Merge Policy > Set to "MergeBackAdjusted"
• Click "OK"

When requesting historical data, any data that would fall in a previous contract will be loaded into the current front month.

[charllie1]

Thanks,



BW

C

[charllie1]

Hi

Ryan,
I am looking for Gann contracts that are artificially created contracts created by combining actual contracts together. These contracts roll from calendar month to same calendar month. For example: March 98 rolls into March 99 and so on. These contracts roll on the expiration date and have no price adjustment.

These types of contract are important for cycle analysis and for the use of correct gann angles.

Is the contracts that i download made like this, if not can they be created like this. Failing this could recommend where i could get historical data like this.

BW

C

[NinjaTrader_RyanL]

Hello charllie1,


While connect to Kinetick End of Day (Free) If you create a daily chart with the expiry date as "##-##" (Example: ES ##-##) this will create a continuous contract


A live subscription to Kinetick would also allow you to create intraday intervals for these continuous contracts. (Example: 1 minute, 250 tick, 1000 volume)