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Multi-Time Frame & Instruments

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    Multi-Time Frame & Instruments

    Hello,
    I am trying to use Add("VX 02-18", PeriodType.Minute, 1); so I can use this number. My main instrument is ES. Which I do have to change each expiration? So this may not be possible.

    My question is if I have to enter the whole VX 02-18 as the data series. Do I have to change this value every time the expiration ends - so I would have to go in and change the VX 02-18 to VX 03-18 ??

    Is their a way I do not have to do that? Something like Add("VX", PeriodType.Minute, 1);

    It would be complicated to keep up with the current expiration???
    thanks,
    Dan

    #2
    Hello Dan,

    Thank you for your note.

    Yes, you will have to change both the primary series as well as the secondary series contract month to the new expiration on each Roll.

    I will add your vote to a feature request allowing you to dynamically load data series, which would be a resolution to having to change the hard coded value every expiration.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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