Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Rollover dates for GC,SI, ZC and ZS

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Rollover dates for GC,SI, ZC and ZS

    Hello, I want to know when is the correct day to rollover these futures:
    GC, SI, ZC and ZS.

    Thanks.

    #2
    Chuso, welcome to our forums - first of all you can take a look at the preset NT rollover dates for the continuous contracts we create. Those can be found under Tools > Instrument Manager for each master instrument in the misc > contract months section when you edit the instrument.

    For finetuning when exactly to roll, it would be best to monitor the current and next expiry in your Market Analyzer though - here you can see via the DailyVolume column when the majority of volume has rolled forward.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Well I meant the rules to roll, for example last ZS roll Ninjatrader says 31/12 and the volume changed on 21/12, so maybe is 10 days before of the last day of the previous settletemnt month?
      If I have a system working I can´t be guessing when to roll.

      Regards.

      Comment


        #4
        For the most contracts the exact date to rollover cannot be 'predicted' down to the day, if you would want to roll earlier as we set it you can definitely do that, the rollover dates themselves can be fully edited and thus customized the way you want. When you trade your strategy, you would monitor volume for the different expiries and then make a decision when to roll to a new front month.
        BertrandNinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by CortexZenUSA, Today, 12:53 AM
        0 responses
        1 view
        0 likes
        Last Post CortexZenUSA  
        Started by CortexZenUSA, Today, 12:46 AM
        0 responses
        0 views
        0 likes
        Last Post CortexZenUSA  
        Started by usazencortex, Today, 12:43 AM
        0 responses
        2 views
        0 likes
        Last Post usazencortex  
        Started by sidlercom80, 10-28-2023, 08:49 AM
        168 responses
        2,262 views
        0 likes
        Last Post sidlercom80  
        Started by Barry Milan, Yesterday, 10:35 PM
        3 responses
        10 views
        0 likes
        Last Post NinjaTrader_Manfred  
        Working...
        X