lack of important features

[trader65]

1) workspaces (mandatory)
2) a floating drawing objects toolbar, common for all open charts
3) ability to choose from which data provider (connection) will be the
charts data..like Multicharts program does.
4) continuation symbols (ES #F) especially for IB feed where the user
can define the exact date for a future symbol to rollover...like Ensign
program does.

[NinjaTrader_Dierk]

1+2) Thanks for your suggestion. They are on our list already.
3) NT supports multiple simultaneous connection at a time. Data will be pulled from the first connection supporting this data.
4) NT supports continuous contracts: expiry = ##-##

[zoltran]

Originally Posted by NinjaTrader_Dierk

1+2)
4) NT supports continuous contracts: expiry = ##-##

Yes, but only for quote providers that have a continuous symbol like Esig or Opentick.


Ensign lets you use a continious symbol for IB or other brokers that do not natively support it. They just switch to the current month under the covers.

Very nice feature, and one that makes a traders life much simpler.

[NinjaTrader_Dierk]

I see. Thanks for clarification. How do they deal with actual rollover dates? Do you need to maintain a calender or is the rollover date somehow "approximated"?

[zoltran]

It's described here http://www.ensignsoftware.com/help/rollover.htm

It's not perfect, but it pretty much works.

Of course, we would want to trade from use the Continuous contracts at IB or other broker. ;-). Today, one can have the cont. contract in a strategy using esig/opentick data, but can't trade it in my IB account. Not sure about other brokers.

And .. of course ... ;-), we'd want the option of auto-adjusting any gap between the old and new contracts at roll-over , or leave the old alone and accept any gap.

[NinjaTrader_Dierk]

Thanks for that input.

[trader65]

(And .. of course ... ;-), we'd want the option of auto-adjusting any gap between the old and new contracts at roll-over , or leave the old alone and accept any gap.)

I second to that...very important..and difficult to implement it
also i have to suggest..take a good look at Ensign program charts..
( the best in the industry IMHO) you will get great ideas from them..

[NinjaTrader_Ray]

Thanks for your input. NinjaTrader does already support the creation of a synthetic continuous contract by allowing you to merge the prior contract's historical data into the current front month contract. The data is also back adjusted.

http://www.ninjatrader-support.com/H...eV6/Merge.html

[zoltran]

I think we're asking for a two extensions to your existing support , Ray..

1. Allow trading using a continuous contract for brokers that don't natively support it, such as IB. For example, I want to keep my charts at YM ##.## and have orders submited to YM0607 today.

This requires a roll-over calendar setting as per the link to Ensign below. I think you already have this in your instrument manager.

2. Auto Roll and adjust the contracts as per your last post

[NinjaTrader_Ray]

Understand.