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User Changing / Saving Rollover Dates on contracts

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    User Changing / Saving Rollover Dates on contracts

    I opened Tools | Instrument Manager
    Searched for CL
    Selected the Crude Oil Contract and Clicked on the Misc Tab.
    At the bottom of the grid I clicked the elipsis button for "40 Contracts Defined"

    I edited the rollover day for 7-10 Contract so it rolls over as of today.

    Then I refreshed my charts. The huge bar caused by Back Adjustment has disappeared but my problem is:

    The OFFICIAL roll over day is NOT necessarily the date that the new contract starts being traded or the date that the contract becomes the front contract. These are the dates you have "hard coded" or that are being "served" to NT7 ... Back Adjusting according to THOSE dates for many many many commodities is a total waste of time. Yes those dates work good in the e-minis and on other contracts but for many futures these dates while "technically" the official dates, are not dates that traders follow or dates that you should back adjust against. This is a simple case of where many or some the developers are and designers are clearly not or never were active traders or have never considered trading some of these markets!

    I know discussions about rollover dates have occurred frequently in the past. If I search over the last few years I see where there are a few posts on this topic. What surprises me is that w/ V7 you could address this issue that is a huge pain and skews the chart data by letting us save these values, but you do not.

    So, for me Merging Back Adjusted is totally useless. So I set the values on the contract to DO NOT MERGE.

    By Doing that it means that I do not get a good historical Anchor Chart. And that is just plain no good and does cost me money because I cannot see a Historical Back Adjusted Contract.

    Additionally. Why do you let me change this date if it cannot be saved?
    It seems it does effect the reload of the charts ..that is good so I am glad I can edit it... (please DO NOT take that ability away!) But if I as a user have overridden this date you should not reset it when I open that window again! You should save my edited value and solve a huge headache for anyone who trades GC CL ZS ZC and other similar commodities markets!

    Thanks
    Mark
    Attached Files

    #2
    Mark, thanks for the feedback and report - I tried manually editing some rollovers on my end and they were saved in the database file as expected, only when you would 'Reset your instruments' to shipped default, those would be overwritten.

    Are you on beta 15 of NT7? Then the first trading day for the July CL's should be today May 19th.

    Comment


      #3
      I am happy Yuors are being Saved.
      Mine are Not.
      Yes I am on 15
      Steps to reproduce.

      Instrument Manager
      Search For CL
      Double Click CL
      Click Misc tab
      Scroll to bottom of property Grid.
      Click Ellipses.
      Scroll To 7-10 contract change from 5-20 to 5-18
      Click Ok (they should save ...)
      In Instrument Manager
      Click Cancel because I did not change anything in this window...

      So If I click ok..when I exit Instrument manager then they are saved. If I click Cancel on INSTRUMENT MANAGER window they are not saved and there is no warning.
      Since I clicked OK on the previous window Logic would dictate that clicking either OK or Cancel should not abort what I did in the previous window. At least without giving a warning that my changes would be lost ...
      It should NOT require that I click OK on BOTH windows...Not Intuitive
      Thanks.
      Mark

      Comment


        #4
        Hello Mark,

        Thank you for the clarification.

        As it stands, the behavior you are seeing can be expected. You will need to click OK in the Instrument Editor window as well for your changes to contract months to be retained.

        With that said, I will forward your comments on to my development team for further consideration.
        Thank you for your feedback.
        KyleNinjaTrader Customer Service

        Comment

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