automated trading using NT and TradeStation, how to handle a rollover?

[Rocket130713]

hello,

in tradestation charts i want to use the individual contract month symbol like EDZ08. in live trading, when i have to rollover from EDZ08 to EDH09, do i just have to change the chart symbol in tradestation from EDZ08 to EDH09 and do nothing in NT? or when i change the symbol in TradeStation do i also have to change the symbol in NT ?

i was thinking how will NT know which contract month i actually want to execute on at my broker, after rolling over to the "next month out" ?

thanks in advance. your help is very much appreciated.

regards

rod

[NinjaTrader_VinceB]

Hi,

You need to change the symbol map for the contract in NinjaTrader. You can do this by bringing up the Instrument Manager under the Tools menu. Then locate your contract in the middle section and highlight it. Now click Edit to open up the Instrument Editor and in the editor click on the Misc tab, then change the symbol map under External and click OK.

[Rocket130713]

hello,

thank you for your reply. but im still not certain on something. for instance, in NT instrument manager under "misc" heading i see the words "ED" next to the "external" item. however, on my tradestation chart the symbol is set to EDZ08 and ninjatrader executes orders on the EDZ08 contract which is Dec 2008 EuroDollar contract which is the right contract and the same contract on tradestation chart, but this is for a simulation account. my question then becomes, if it works like this in simulation will it work like this when i go live? please note that tradestation is currently feeding the EDZ08 data into tradestation via the "external data feed" set-up. maybe this is how ninjatrader knows to execute on the EDZ08 contract without changing the symbol next to "external" from "ED" to "EDZ08". is this right?

or maybe NinjaTrader knows which contract month to execute on for live trading, as it gets this info from the tradestation chart. si this correct? does NinjaTrader work this way?

look forward to your reply. thanks in advance.

regards

rod

[NinjaTrader_Jessica]

Please follow the instructions below to rollover the expiration date of a futures contracts in NT.

• From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Highlight the contract you wish to rollover in the left side of the Instrument Manager window
• Press the ">" button (the instrument will disappear from the list)
• Press the "<" button and the instrument should re-appear with the front month expiration date

Click here for a video and further instructions

[Rocket130713]

hello, thanks for you reply. regarding vincents reply 2 posts ago, i want to trade the @ES symbol in tradestation charts but want NinjaTrader to execute on the "ESZ08" contract at MF Global broker which uses the PatsSystem.

to do this, Under the Misc tab, do i ever have to change the symbol map under "PatsSystem" heading to say "ES|Z08" or should i change the symbol under "external" heading instead ?

under the Misc tab what is the difference between "external" and "patSystems" regarding symbols, and under what circumstances and situations are these 2 heading supposed to be used?

thanks in advance.

regards

rod

[NinjaTrader_Jason]

Hi Rod,

You would need to change the symbol mapping next to External to ES|12-08, please leave the symbol mapping for Patsystems as is.

"External" represents in this case your connection with TradeStation. Since you are using TradeStation to feed continuous data to NinjaTrader, you will need to change the symbol mapping for the External feed. More information can be found in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/TradeStationSymbolMapping.html

[Rocket130713]

hi jason,

thanks for your reply. would you answer to my question change at all, if i were to use my broker to provide the data feed into NinjaTrader (and not use TradeStation as an external data feed at all) ?

thanks in advance much appreciated.

regards

rod

[NinjaTrader_Ray]

Nothing would change.