FTSE MIB Futures and MINI FTSE

[bomberone3]

When will be possible to have both the mini and the big for either the Dax or the MIB products?
It's almost 2 years that we ask to fix it.
Why NT does not fix it?

[bomberone3]

The SFT-563 opened this date:
05-03-2016, 03:00 PM by RyanM

https://ninjatrader.com/support/forum/showthread.php?t=85222&highlight=SFT-563

[NinjaTrader_AlanP]

Hello bomberone3,

These decisions are made based on user demand and on behalf of development.

Please let us know if you need further assistance.

[bomberone3]

How can I quickly convince developers to fix the bug?

[bomberone3]

Hi,
I download the last version of NT8, but there is still the problem.
Are there any news?

About Italian 40 stocks of Ftmib, is it possible to insert by default in NT 8 avoid to add them by hand?

[NinjaTrader_RyanL]

Hello bomberone3,


SFT-563 is still open and nothing has been implemented into NinjaTrader 8 for this feature request as of this time.

[bomberone3]

Is there another broker than IB that offers FTMIB futures?

[NinjaTrader_RyanL]

Hello bomberone3,


I am unaware of another brokerage that supports this market in NinjaTrader at the moment.

[bomberone3]

Rollover Rules to built backadjusted FTMIB|||5

How could i setup NT to do:
1 continuos backadjusted FTMIB|||5 to backtest idea?
2 How could I insert the right rules of Rollover?
Regards

See the image.

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

1. In order to run a backtest you will need:
• Access to historical data
• Custom NinjaScript strategy

To run a Backtest of a strategy, the Strategy Analyzer must first be activated from the Control Center under New -> Strategy Analyzer. Once open, please take these steps:
1. Select the Backtest type of "Standard"
2. Select the strategy you would like to backtest
3. Select the instrument and Data Series you would like to backtest
4. Set the strategy and backtest parameters (See the "Understanding backtest properties" section below for property definitions)
5. Select the "Run" button to start the backtest

2. With a "MergeBackAdjsuted" setting for your Merge Policy, NinjaTrader would automatically merge and adjust the current contract's data to past contract data. This setting is found under Tools -> Options -> Data. More information at the below link:

https://ninjatrader.com/support/helpGuides/nt7/data_tab.htm

[bomberone3]

I can not load a chart with historical bata backadjusted of
FIB futures called FTMIB, mapped in IB as FTMIB|||5.
Regards

[NinjaTrader_PatrickG]

Interactive Brokers does not provide NinjaTrader with continuous futures data.

If you run the backtest on a valid contract month with your merge policy set to 'Merge back adjusted', NinjaTrader will automatically download the relevant data from the front months at the time historically so you may run your backtest.

[bomberone3]

I read form this post, thr procedure

https://ninjatrader.com/support/forum/showthread.php?t=58135

-----
"
NinjaTrader merges data automatically when you request historical data that spans multiple expiries if a merge policy is enabled. Go to Control Center-->Tools-->Instrument Manager, highlight an instrument and click Edit. Check what setting is used for 'Merge policy'.

If enabled and you request historical data that spans across multiple expiries, it will automatically merge data from previous expiries in the chart. It will be merged as per the rollover dates that are setup.

If disabled (DoNotMerge) you will only load historical data for the expiry in question.

You can find the rollover date as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight the instrument in the 'Available master instruments' section and click Edit once more. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. A new window will open up which will list the expiry months with the rollover date. "
-----


How could i setup the rules of rollover and the date for this futures, to the have the right merge rules and date?
Could you add this rules of merge by default in NT ?

[NinjaTrader_PatrickG]

NinjaTrader, by default, uses the 'Merge Back Adjusted' merge policy globally. Unless you changed the merge policy at the global or instrument level, NinjaTrader should be merging the contracts together already.

Are you observing that it is not doing this? Are you asking how to change the rollover date or offset value? If so, what version of NinjaTrader are you using?

[bomberone3]

Hi,
I asking how to change the rules of the rollover to apply FTMIB|||5.
Regards