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Instrument Descriptions - Roll Rules

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    Instrument Descriptions - Roll Rules

    HI-

    I wanted to share something I've noticed now on a continuous basis:

    It's near impossible to get the "roll rules" to save for any instrument and have them stick. By that, i mean that I'll go through, change roll rules, delete months, save my workspaces and restart, only to see all the old "default" roll rules back in place and none of my changes saved.

    This happens to me *all the time* - as in, daily - and I can't figure out an algorithm in NT that allows these changes to be made, and to stick, on the first try.

    Ideas?

    #2
    Hello,

    What data feed provider are you connecting to? Give me an example of an instrument and moth you have changed and when it reset so that I may test this on my side.

    I look forward to assisting you further.
    BrettNinjaTrader Product Management

    Comment


      #3
      Originally posted by NinjaTrader_Brett View Post
      Hello,

      What data feed provider are you connecting to? Give me an example of an instrument and moth you have changed and when it reset so that I may test this on my side.

      I look forward to assisting you further.
      I'm using two feeds: DTN IQ and Trading Technologies (latter is for trading only, I believe prices are driven by DTN)

      *Most recently*, I had this issue with the SB 3/11 contract, which I rolled from the 10/10 contract. It originally had 30 defined months; I deleted everything up to 10/10 and also deleted the 1/11 (contract skips to march).

      I did this a couple times, each time saving my workplace. When I had a system crash, when I re-loaded the rules for that instrument had reset.

      Like I said, I've had this issue on and off, continuously, with other instruments.

      When you test it and get it to work, let me know exactly the procedure you followed to do so, and I'll follow that on my end.

      Comment


        #4
        Let me give you another example that just happened:

        I was adjusting the roll rules for CL...I trimmed the number of definitions, and adjusted the rollover dates for the data I had. I also specifically changed the "merge policy" settings.

        I then saved my workspace.

        Then, I was running an optimizer on CL, when I encountered a fatal crash. Since I had already saved my workspace, I exited without a save.

        On re-start, the previously deleted month definitions had re-appeared, BUT, the change to the "merge policy" stuck.

        So again, it appears as if some information doesn't get saved, or is saved then subsequently written over with the defaults.

        Comment


          #5
          Hello,

          I will test this on my side.

          Thank you for your patience.
          BrettNinjaTrader Product Management

          Comment


            #6
            Hello,

            If you delete an offset and you restart NinjaTrader and reconnect the Offset will be redownloaded from the server. If you modify an offset this should remain. Is this your experience? If so this is expected.

            Let me know if I can be of further assistance.
            BrettNinjaTrader Product Management

            Comment


              #7
              Originally posted by NinjaTrader_Brett View Post
              Hello,

              If you delete an offset and you restart NinjaTrader and reconnect the Offset will be redownloaded from the server. If you modify an offset this should remain. Is this your experience? If so this is expected.

              Let me know if I can be of further assistance.
              What I do is delete the entire definition for the months I don't need (I don't have that data, so no worries).

              Are you saying that, having deleted these months, NT connects and re-downloads them? I suppose that's OK, I just want to make sure that's the behavior.

              Comment


                #8
                Hello,

                Yes this is correct. NinjaTrader re downloads them since they dont exist and they exist on the server.

                Let me know if I can be of further assistance.
                BrettNinjaTrader Product Management

                Comment


                  #9
                  Originally posted by NinjaTrader_Brett View Post
                  Hello,

                  Yes this is correct. NinjaTrader re downloads them since they dont exist and they exist on the server.

                  Let me know if I can be of further assistance.
                  Understood - TY.

                  Comment

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