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ROLLOVER automatic for future

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    ROLLOVER automatic for future

    the possibility to have more data for futures, stock and forex,

    so is impossible to backtesting a strategy.

    for futures the video in help is not clear how to do a rollover of a futures.

    cme has any rules, eurex anothers, cboe too,

    is it possible to have this feauture, to built automatic rollover for data?

    i am free user of ninja but i can't evaluate the power of ninja without continuos contract

    #2
    The amount of historical data is dependent on the data feed provider you connect to. NinjaTrader itself does not have a limitation on how much historical data it can display.

    Please see the instructions below to rollover instruments.

    Open up the Instrument Manager, highlight the contract on the left window side. Then press the '>' button. The instrument will disappear from the list. Highlight the same instrument in the "Available master instruments"-section and set "Expiry" to the new correct expiry month. Press the '<' button and the instrument will be back in the list and is updated. Now press OK.

    I will forward your inquiry regarding automatic rollover to our development team and ask them if they can add this to the list of future considerations for the software.

    In addition, you can merge instruments to create a continuous instrument. Instructions can be found at the following link.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jason View Post
      The amount of historical data is dependent on the data feed provider you connect to. NinjaTrader itself does not have a limitation on how much historical data it can display.
      optimus


      Originally posted by NinjaTrader_Jason View Post
      Please see the instructions below to rollover instruments.

      Open up the Instrument Manager, highlight the contract on the left window side. Then press the '>' button. The instrument will disappear from the list. Highlight the same instrument in the "Available master instruments"-section and set "Expiry" to the new correct expiry month. Press the '<' button and the instrument will be back in the list and is updated. Now press OK.
      .
      Ok thank you.
      Now we need the rules to apply it at futures of cme and eurex, without it how could we rollover?


      Originally posted by NinjaTrader_Jason View Post
      In addition, you can merge instruments to create a continuous instrument. Instructions can be found at the following link.
      http://www.ninjatrader-support.com/H...eV6/Merge.html
      ok we see it, but we need the right rules of rollovers to do it.

      Comment


        #4
        I suggest to contact the exchange for correct rollover information. Instruments such as ES and YM only need the Expiry modified as in the video. For example, change ES 12-08 into ES 03-09

        Unfortunately, Optimus is not a supported data feed provider. You can find all supported data feed providers at the link below.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          For example, change ES 12-08 into ES 03-09
          i don't know when is the right day of the month and in which hours of the day i need to do it?

          the futures that i'd like to rollover are the following:

          cbl: zt, zf, zn, zb,zq, dd, re, zdj, ym,

          cme: 6e, 6s, 6n, rp, ry, rf, hc, 6j, 6b, e7, j7, nq, glb ge, pjy,

          eurex: fdax, fstx,fesx, fgbm, fgbl, fgbs, f2mx

          Comment


            #6
            Please contact the exchange for the exact rollover date and expiry months. Unfortunately we do not have this information listed.

            Most future contracts expire the third Thursday of the expiry month. However please contact the exchange or check their website for the exact expiry date.

            For example, see the link below that displays the Eurex trading calendar.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Please contact the exchange for the exact rollover date and expiry months. Unfortunately we do not have this information listed.
              http://www.eurexchange.com/trading/c...r/2008_en.html
              Hi Jason,

              i contact the exchange, but untill now i have no answer from them.

              now i use the new contract that expires in H9 but i not merge the data to have a continuos contract.

              i speak with many trader and both of them have this problem.

              no one know the tight rules to do it and the data feed doesn't explain it complete,... they are afraid to lose the job.


              i hope that you could give at us and all traders that use brokers that give the possibility to use their data free, to explain this very well.

              this hole of this information cut the benefit of multibrokers realtime data.

              this feature of automatic rollover is included in sofware that cost only 200$.

              Ninjatrader in my opinion is the best and far a lot of miles from them.


              Is is there in this forum any nice traders that could help and explain how do rollover and back adjust in right way, we appreciate his help.

              thanks

              Comment


                #8
                @alleillo: please stop spamming other threads to draw attention to this thread. I deleted your offending posts.

                Support will reply shortly.

                Comment


                  #9
                  sorry, but i am not spamming. spamming is different. i am asking help, i write many time to support of ninja and no answer i have recive.

                  what are you doing?

                  please tell me what is your head at ninja that i need to speak with him or give me him email, anyway if you don't want tell me what is him email, i call him directly by phone.

                  i am serious

                  Comment


                    #10
                    Please send me a mail to "dierk AT ninjatrader DOT com" and attach all support mails you have not got a reply on. I then will follow up accordingly.

                    Also: Please make sure you have disabled any spam filter in your mail setup to prevent our reply mails being filtered out.

                    Comment

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