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Merge Ruler suggestion

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  • Joerg
    started a topic Merge Ruler suggestion

    Merge Ruler suggestion

    Hello,

    the last days a worked a lot with the database and cont. contracts of NT 7. First of all the new cont. contracts concept is much better than before in NT 6.5. The disadvantage is the need of complete and correct rollover data (date&offset). I would suggest the implementation of a merge ruler where the user can specify rules for when and how to roll to the new contract. This would solve 90% of the problems when server based roll data are missing, wrong or does not fit the user needs.

    I suggest a new window with the following sections:

    ------------------------------------------------------------------------------------------------------------
    1.) Used contract months:
    fields for all 12 months where the user can click the expirations he likes to use

    2.) Type of rollover rule:
    Calendar Day, Business Day, Monday, Tuesday, Wednesday, Thursday, Friday

    3.) Which of the days defined under 2.)
    1st to 31st

    4.) Which month
    Expiration Month or Month before?

    5.) Offset
    Unadjusted, Close of new contracts - Close of old contract, etc.
    ------------------------------------------------------------------------------------------------------------

    These possibilities should be good for all financial futures. Maybe there are some specialities for commodities but also those should be possible to implement I guess.

    And my second much smaller suggestion would be the grouping of different expiration months under one symbol in the historical data manager. F.e. all ES contracts grouped under ES. When having a lot of expired contracts in the database the list is quite long at the moment.

    Thanks a lot.

    Joerg

  • NinjaTrader_ChristopherJ
    replied
    Hello Joerg,

    Thank you for your post and suggestions. I will forward your note to our development team for future considerations.

    Leave a comment:

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