I manually adjust the rollover offset because I believe NT uses the last trades on close prior to rollver date to determine the offset. I prefer to use the exchange settlement differences of the prior close to rollover date. NT is using .1 offset for RTY rollover to M contract while the exchange settlement difference is -4.0. My issue is that when I manually adjust in properties that offset value it reverts back to NT value when I reopen NT.
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Rollover offset
Hi,
I manually adjust the rollover offset because I believe NT uses the last trades on close prior to rollver date to determine the offset. I prefer to use the exchange settlement differences of the prior close to rollover date. NT is using .1 offset for RTY rollover to M contract while the exchange settlement difference is -4.0. My issue is that when I manually adjust in properties that offset value it reverts back to NT value when I reopen NT.Tags: None
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Hello derivtrader,
Thank you for reporting this behavior. I was also able to reproduce this using 8.0.21.0.
I'm notifying our development and I will update this thread with either a bug report tracking ID, or some further information I get from our development.
I appreciate your patience on this.Chelsea B.NinjaTrader Customer Service
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Hello derivtrader,
Our development did point out that we overlooked the notes in the help guide.
"1.If you inputted your own Offset value, it will be overwritten by values downloaded from the data server if it exists there. To prevent this you will need to ensure that your rollover date is not the same as the ones coming from the data server."
To use a custom offset, the rollover date has to be changed. Try setting this a day before.Chelsea B.NinjaTrader Customer Service
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Thank you Chelsea for following up. You should also check into the absolute value of the offset. There is a real difference in that example I used for RTY of over 4 handles. Thats a huge discrepancy from the exchange settlements of the contracts.
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