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Continuous contracts not supported by Continuum

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  • KennyK
    started a topic Continuous contracts not supported by Continuum

    Continuous contracts not supported by Continuum

    Please, Please, Please, can we have continuous contracts supported in NT8 by Continuum, in the near future?

  • sledge
    replied
    Originally posted by KennyK View Post
    Please, Please, Please, can we have continuous contracts supported in NT8 by Continuum, in the near future?
    If this is in regards to your Playback Market replay post, make your own continuous contract and move the data you want to it. This would be true to the market, and if your strategy is NOT intraday - you would need to exit the contract at the end date before moving to the next one... (like in the real world).

    Leave a comment:


  • NinjaTrader_DrewO
    replied
    Hello,

    Thanks for posting.

    I'm happy to submit a Feature Request to the Development Team regarding this item.

    However, I also wanted to note that Continuous contracts merge and adjust data with the past contract's historical data to provide one continuous chart going back as far as historical data is available. This same thing is also accomplished in the NinjaTrader platform with Merge Policy. When "Merge Back Adjusted" is selected as the Merge Policy in NinjaTrader, the past data for contracts is merged and adjusted with the current contract, just like a Continuous Contract.

    You can make changes to Merge Policy in the platform under Tools -> Options -> Market data. More information at the below link:

    http://ninjatrader.com/support/helpG...marketdata.htm

    Leave a comment:

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