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Continuous contract data for real time strategy

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    Continuous contract data for real time strategy

    Hello Support team,

    I am running a couple of strategies over FESX future. Because of how strategies work I am throwing orders using Rythmic or TT connection on 1 minute FESX chart. I also need to evaluate some indicators data from 1440 min. chart. My question is if I can have continuous contract (FESX ##-##) for 1440 minute bars and get data from there and, at the same time, after strategies evaluates conditions,,, Send orders on 1 minute FESX 06-14 chart?.

    I read on other threads that nor Rythmic nor TT support continuous contract. However because I am NOT SENDING ORDERS TROUGH continuous contract and using current contract 1 minute chart to do that I do not know if strategies will get data from continuous contract, evaluated conditions and send orders without rejecting them.

    Best regards,

    Fernando

    #2
    Danger - Will Robinson

    Fernando,

    I can't answer specifically what your asking but I can tell you of one possible Danger
    in what you intend on doing. That is if the continuous contract data you are making decisions off of have not rolled over or rollover earlier than the 1 minute feed you are trading on then you would be making decisions on data from one contract and trading another. I think you probably don't want to do that. So you may need to first compare the Rollover calculations for both data feed suppliers. They are not always the same.

    Jerry

    Comment


      #3
      Hello Fernando,

      Thank you for your post.

      If you data feed provider does not support the continuous contract you can use the current contract in NinjaTrader and set the Merge Policy to MergeBackAdjusted or MergeNonBackAdjusted. For information on the Merge Policies please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

      Comment


        #4
        Hello Patrick,

        could it work using a multiseries strategy.?. I could use the continuous contract to generate the signals and execute on 1 minute chart. I have tried and ##-## is updated online in 1440 min but unfortunately my strategies do no generate any signael even in sim101 or historical data.

        Regards,

        Fernando

        Comment


          #5
          Hello Fernando,

          Thank you for your response.

          It could work with a multi series script. Do you see any trades on the FESX with the SampleMaCrossOver?

          Comment


            #6
            Hello Patrick,

            First thing, I have never used the tool you mentioned "SampleMaCrossOver". What is and what is used for?.

            And finally, mi idea was working with a multiseries strategy with 3 series:

            - ##-## and 1440 bar to get "real" close session price.
            - ##-## and daily bars to get value for SAR and other indicators.
            - 1 minute chart to trade.

            I would like to know if this could work.

            Thanks in advance,

            Fernando

            Comment


              #7
              Hello Fernando,

              Thank you for your response.

              That should work.

              Comment

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