Optimizer + Multiple Expiry Futures

[cgeorgan]

Hi-

It might just be me, but I keep running into the same inane problem. This has to do with continuous futures contracts, and use of the optimizer.

Now, I have NG data for months of August, September and October, with data for August starting on 6/1. I've deleted *all* prior months of roll rules (as defined by the instrument), so that all Ninja knows are rules for August and beyond.

I know also that I have the data I need starting on 6/1.

I have set the roll rule to "merge non-back adjusted".

When I run the optimizer, I get an error - "Erro on loading chart data for 'NG 08-10 Nymex': E, Invalid Symbol."

I'm trying to run this optimizer starting on date 6/1 to yesterday.

Why is it that Ninja is searching for bad data, if at all?

And most importantly:

WHY MUST NINJA PRODUCE THIS ERROR MESSAGE 255 TIMES?

When I get these errors, I literally have to click through all 300 messages. I simply cannot move my mouse fast enough to the "abort" button to avoid this.

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

First off what data feed provider are you connected to?

Also are you able to pull up a chart of the NQ 08-10 manually?


I look forward to assisting you further.

[NinjaTrader_JoshP]

You cannot remove roll dates that are provided by the server. They would be redownloaded from the server. That being said, when you first load an instrument it would try to populate in all those needed offsets and deleting those rolls would mean it would want to go and try and do it again. Instead, please leave the rolls in place, load your chart to get everything calculated out properly, then run the optimization.

[cgeorgan]

I use DTN...yes, I pull up NG (not NQ) without any problems.

I've used other products similar to Ninja - such as NeoTicker (very familiar with the product). In that system, NeoTicker won't even try to pull up any data it can't get - and it certainly doesn't tell you 352 times that it's experiencing the same error while doing so -

PS This happens on *any* instrument (not just NG) for which the roll rules do not coincide exactly with the instrument's historical data availability.

[NinjaTrader_JoshP]

Please be more specific as to the exact data available and exact dates you are trying to load on what kind of chart? Minute? Daily?. Thank you.