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BETA4: Strategy Instruments Don't Roll

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    BETA4: Strategy Instruments Don't Roll

    I did the database expiry instrument roll. Worked good, but for some reason it didn't change the strategy instruments.

    Also, after manually updating the instrument to the newly expired contract (through the control center, not on a chart), the "enable" feature was grayed out when you right click. I saw this on BETA3 when you started NT8, but not on BETA4. This is the first instance of that issue showing up again.

    I rolled ES 09-15 to ES 12-15 manually on 4 strategies.

    EDIT: They were enabled during the roll, but I disabled them and it wouldn't roll.

    #2
    Hello,

    We intentionally designed the rollover feature to leave strategies in place, in order to provide the most flexibility and control to automated traders. With the nature of automated trading, we try to steer clear of changing things (potentially) unexpectedly. So if someone has a strategy running on an expired contract, we would rather assume that they are doing so intentionally, rather than make the assumption that they would like their setup to be changed. For example, perhaps someone keeps a strategy enabled on an expired contract solely to view historical performance from a chart.

    This is currently not happening on charts, because of the way that chart data series are connected to the strategy as the "input series," but we are looking into resolving this to be consistent with strategies set up in the Strategies grid.
    Dave I.NinjaTrader Product Management

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      #3
      Thanks Dave,

      A feature request would be to give me a check box to roll strategies as well. I want it to do so, but currently, I can't use that feature to roll the strategies. Making this an option for the user would be a great improvement here rather than assuming I don't want it updated.

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        #4
        That's totally understandable. I'll put a feature request together so we can track demand for the option to toggle this behavior. (SFT-662)
        Last edited by NinjaTrader_DaveI; 09-14-2015, 03:17 PM.
        Dave I.NinjaTrader Product Management

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