Rolls futures

[trend]

Hi ,

what is the best way/time to roll, so that
when rolling a futures contract you don't Reload Data
which alters the signals?

That is, is it best to calculate and set the offset on a Sunday, so that the
new contract starts trading on Monday, without altering the data on the old contract.

How do I make sure the existing data in the database do not change?

Thanks

[NinjaTrader_Austin]

trend, you can set the offset value for the switch in the Instrument Manager. Please see the screenshot for clarification.

[trend]

Hi Austin,
I see on the example, that you bring the 09-10 on 7/19 to be merged
with the 08-10 contract. Thing is that I got different position by doing this
on a weekend (7/17 set as the rollover Date and Offset calculated by the close
prices of the two contracts on Friday). To my understanding the only way this could
happen (change in the overall position of the strategy) is if the data of the old contract
(08-10) somehow where Reloaded and different data came into the HDM. How could I avoid this? I want the new contract to come in without any effects into the old contract, so that I have the same strategy position on Monday before the open,as it was on Friday's close.

Thanks

[NinjaTrader_Austin]

trend, you just have to set the correct offset and all the historical data would be offset by that much every time you reloaded it, thus it would appear to be the same data. If you are looking to automatically roll positions while a strategy has a position open, that is currently not possible.

[trend]

So, every time you set an offset and bring the new instrument in the Default List
(let's say CL 09-10 to replace CL 08-10) you have to Reload Data for that instrument(i.e., go to a Daily chart for CL 09-10 and and click on Reload)? Does it suffice for such a Daily chart to have only a few days that include the roll date?, or, you need
to go back to a start date that includes all historical data for the given contract?
Will such Reload shift up or down all the previous historical data for CL? If you just set the roll date and offset in the Instrument List and press OK that won't do the shifiting
of the data of the previous months? If a Reload is absolutely needed in order to shift the previous months up or down could such a Reload be done on a Market Analyzer loaded with the Default List by pressing CTRL+SHIFT+R?

Thanks,

[NinjaTrader_Austin]

trend, I believe you do have to reload the data. Reloading won't shift the data at all, but the offset is applied to the historical data any time it is used. Please see this thread for much more information on the topic.