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Back-Adjusting of futures within NinjaTrader

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    Back-Adjusting of futures within NinjaTrader

    Hi Guys,

    Currently the Back-Adjusting of futures contracts is done on the NinjaTrader Server. I would be really handy if this could be done locally, basis variable set up in NinjaTrader.

    As long as we have the data in NinjaTrader we should be able to Back-Adjust is, but currently if the symbol isn't supported by your servers we are out in the cold.

    If this could be done locally then we would no longer be reliant on your servers for such, so we could Back-Adjust all the symbols we want.

    P.S. You might like to look at the back-adjuster in CSI's Unfair Advantage product. Very powerful. Thanks,

    #2
    Hello Aspirant,
    Thanks for your note.

    You can override the behaviour by chaning the rollover date of the instrument. For example the rollover date for CL 12-12 is 10/12/2012. If you change the date to say 10/18/2012 then you can override it.
    • In Control Center menu bar goto Tools>Instrument Manager
    • Search for CL and click on the Edit button
    • In the Instrument Editor click on the Misc tab
    • Scroll down and click on the [...] button in the contract months field
    • In the Contract Months dialog select 12-12 and set the Rollover date to 10/18/2012
    JoydeepNinjaTrader Customer Service

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      #3
      Thanks for your reply, but you seem to of completely missed the Suggestion I made.

      NinjaTrader is a stand-alone application sitting on my computer.

      I download data (including volume) to my may computer into my stand-alone copy of NinjaTrader.

      If I have the software and data on my computer, why then am I reliant on your server or the data-vendor for the creation of continuous futures files (back-adjusted or otherwise).

      Therefore my SUGGESTION is that NinjaTrader include a LOCAL back-adjuster (like a real-time CSI Unfair-Advantage) that can Merge ANY data it is pointed to instead of being reliant on the limited number of instruments you follow on your server or NinjaTrader's limited ability to call Merged Contracts from data-vendors.

      Thank you.

      Comment


        #4
        Hello Aspirant,
        The data is not present in your PC unless you download it from your connectivity provider.

        If you have downloaded the data, and do not wish to import/load the data again from your connectivity provider, then you can disable it.
        • In Control Center menu bar goto Tools>Options>Data tab and please uncheck the option "Get data from server (if available)"
        JoydeepNinjaTrader Customer Service

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