Merge policy

[alexstox]

Hello. Can you provide more info, pictures of merge policy? I read everything in HELP of NT about merge policy and offset. But I still can't understand how you merge previous expiration to present. In back adjusted and not back adjusted.

[NinjaTrader_Kyle]

Hello,

There is no other documentation which I could point you towards. What questions do you have about the feature?

[alexstox]

back adjusted - this mean present contract (or late contract) is major to prior expiration. And late contract begins from last trading day of previous contract?

nonBackAdjusted - two contracts in one time period? if it daily bars, will be 2 bars in 1?

What Offset does in adjusting?

[NinjaTrader_JC]

Hello alexstox,

MergeBackAdjusted will stitch together the current front month with the previous contract month based upon the rollover dates inside of the Instrument Manager. It will then adjust the historical data based upon the offset values.

MergeNonBackAdjusted will do the same as the MergeBackAdjusted but not use the offset values for adjusting.

The Offset will adjust the data so that historical chart data does not have any gaps.

[alexstox]

Hello alexstox,

MergeBackAdjusted will stitch together the current front month with the previous contract month based upon the rollover dates inside of the Instrument Manager. It will then adjust the historical data based upon the offset values.

MergeNonBackAdjusted will do the same as the MergeBackAdjusted but not use the offset values for adjusting.

The Offset will adjust the data so that historical chart data does not have any gaps.

rollover date is the last trading date of futures? so, without offset we will have "real continuation" =)

If I don't like chart with gaps I can use backadjusted feature or just put my rollover date, when I think it must be sticked together.

Offset is like maximum gap, that we want to see. So, NT chooses the nearest date, when this offset value happens, and stitch two contracts together.

Where NT takes offset automatically? Chooses the best match?

[NinjaTrader_ChristopherS]

Hello alexstox

Below is a link to the Editing Instruments section of our help guide. Please see the Offset Value section under Understanding the Misc tab for further information.

http://www.ninjatrader.com/support/h...nstruments.htm