Looking at Nasdaq futures NQ 06-18.
Possible options to calculate the rollover offset are:
Offset option 1 (calculated from settlement prices on day prior to rollover date):
June = 6949.75 / March = 6924.50 offset = 25.25 points
Offset option 2 (calculated from regular closes at 3:15 PM CT on day prior to rollover date):
June = 6949.50 / March = 6923.00 offset = 26.50 points
Offset option 3 (calculated from last traded price on day prior to rollover date):
June = 6947.50 / March = 6923.50 offset = 24.00 points
Offset option 4 (calculated from the difference of the futures contracts at the time when the cash market closed on day prior to rollover date)
June = 6955.50 / March = 6930.00 offset = 25.50 points
Questions:
I personally prefer using option 1, but agree that other methods are possible. Here are my questions
(1) Why does NinjaTrader 8 suggest an offset of 22.5 points? None of the methods results in such an offset.
(2) I do not want to use the offsets suggested by NinjaTrader. I want to use a correct offset with a correct rollover date.How may I enter the correct rollover date March 8 and the correct offset of 25.25 points for display of merge back adjusted contracts?
I need to enter March 8 as otherwise my volume indicators will not work correctly. I also need to enter 25.25 points, as otherwise my support & resistance indicators do not work correctly.
However, when I enter correct values, NinjaTrader will override these values with false values.
What shall I do to enter the values needed?
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