View Full Version : Rollover option for Futures Contracts
Oil_Trader
08-27-2010, 08:15 PM
Is it possible to have an option whereas we don't have to "MergeBackadjust" the contract time series?
Instead we execute a roll transaction for the open positions during the rollover day??
NinjaTrader_Brett
08-28-2010, 08:55 AM
Hello,
Thank you for your forum post.
You posted this on the non NinjaTrader 7 forum section are you using NinjaTrader 6.5 or NinjaTrader 7 as this MergeBackAdjusted is a feature new to NinjaTrader 7.
Let me know if I can be of further assistance.
Oil_Trader
08-28-2010, 10:54 AM
NT7,
Yes the time series is backadjusted but what I am saying is the position actually exits the previous month contract and enters the properties into the new front month contract.
NinjaTrader_Brett
08-28-2010, 11:51 AM
Hello,
Not sure I understand as the historical data does not relate to live orders? Are you refering to during a backtest?
Here are your options for historical data merge options, this setting is avaliable under Control Center->Tools->Options->Data Tab. You can set to MergeBackAdjusted/DoNotMerge/and MargeNonBackAdjusted (May be what your looking for)
http://www.ninjatrader.com/support/helpGuides/nt7/data_tab.htm
Let me know if I can be of further assistance.