NT7 trading IB

[unter821]

Hello,

I am using NT7 since a while with IB.

Since some days I have problem with trading RB (gasoline Future):
- When I produce a new order for 5 lots RB everything is fine.
- After disabling and enabling the strategy once again, the synchronisation with IB does not work. The order is issued once again and I have 10 lots in my IB account although NT has correctly 5 lots.

I have a strong suspicion, where the problems come from. Since I am working on a spread trading system for energies I am paper trading since some weeks not only the front month but also further months out. For that reason I have added additional instruments for RB: RB1 (1 month out), RB3 (3 months out), RB6 (6 months out). They have the same instrument settings only the contract months differ, when the contracts are rolled over.

Could this be the reason? If so I would like to understand how I can utilize NT7 to trade back months within the energy space.

Thx,
Peter

[NinjaTrader_Jason]

Hello Peter,

Yes, the additional created instruments using the same symbol mapping are likely causing the issue. Can you please remove these instruments and just use the default RB. Go to Control Center-->Tools-->Instrument Manager, highlight the instrument in the 'Available master instruments' section and click Delete. Restart NinjaTrader.

Subsequently you can add multiple expiries for the RB to your instrument list such as RB 07-13, RB 08-13, RB 09-13, etc.

[unter821]

Hello Jason,

Ok did that and seems to work now for the front month RB!

But what I do not understand is then the concept with multple expiries RB 07-13, RB 08-13, etc. I produced charts for 3 of them and they all have the same bars now (like for RB 07-13). From my contract month definition within the master instrument this makes sense to me, but how can I then trade the back month contracts.

In other words: By using RB 08-13, RB 09-13 I get identical charts to RB 07-13 and that was exactly the reason, why I produced new master instruments like RB1, RB 6. So how can I trade than back months in RB?

[NinjaTrader_Jason]

It will load all historical data from the 07-13 expiry and combines it with real-time data from the future expiries. By default, 'Merge policy' is set to MergeBackAdjusted.


You can set 'Merge policy' to DoNotMerge .Please go to Control Center-->Tools-->Instrument Manager, highlight the RB and click Edit. You can change the 'Merge policy' in the Definition-tab.

Once you made changes to the RB instrument, please remove and re-add the RB 08-13 to your instrument list. Highlight the RB 08-13 in your instrument list and click the arrow pointing to the right. Highlight the RB in the 'Available master instruments' section, set Expiry to 08-13 and click the arrow pointing to the left.

Reload historical data in the RB 08-13 chart or create a new one.

[unter821]

Ok understood, there can always be only 1 master instrument and if I want to trade different contract months I can do this only be using DoNotMerge within the instrument settings. Actually I am asking this question because I want to trade spreads between different contract months and I am doing this indirectly. Anything planned that direct spread trading is support by NT in the future?

Thx, Peter

[NinjaTrader_Jason]

Hello Peter,

I am not aware of any plans to support spread trading in the near future. It is on the list of possible future enhancements.