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Continuous contract/rollover - Continuum

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    Continuous contract/rollover - Continuum

    Good afternoon,

    I recently purchased NT 8 and have found it to be great to use, but I have one slight issue.

    Most of the traders I know use Think or Swim (ToS) as their main platform (whilst trading via NT), but as I am based in the UK I cannot easily do this. I bring this up as ToS displays the continuous contract on futures, whereas NT appears to show something else.

    Is there a way I can get NT 8 (with Continuum data) to display the continuous contract in the same way ToS does? Or perhaps with another data provider?

    This is frustrating as I speak with some very successful traders who use ToS to determine their levels etc and I cannot replicate that in NT - at least not yet.

    Any help on this would be greatly appreciated, I have never had to read too much into futures and roll over so please accept my apologies if this is a rookie question.

    #2
    To provide an example - as that is always useful, check these two charts out of GC. First in ToS, notice the gap;

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    Now in NT, notice there is no gap;

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    All I really want is for NT to match ToS and not cause this confusion.

    Comment


      #3
      Play around with "global merge policy":

      Comment


        #4
        Thanks - I have tried each of those and across the board 'Merge non back adjusted' appears the best fit compared to Think or Swim but still does not include the gap. Indeed, none of the selections show the gap on my screen when reloading historical data or indeed launching a new GC chart following the change.

        Comment


          #5
          Hello allinthechart,

          After changing the merge policy, the data must be reloaded. (Right-click chart -> select Reload All Historical Data)

          Below is a link that describes the behavior of the different merge policy options. This is for NinjaTrader 7 but has not changed for NinjaTrader 8.
          Chelsea B.NinjaTrader Customer Service

          Comment

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