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Instrument period rollover

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    Instrument period rollover

    Is there a good way to get the current instrument period when adding an additional time frame?

    I use the grains many of which have different period ends (11-12, 12-12). Is there a simple way to automate the rollover period dates for the various instruments?

    I don't think there is but thought I would ask before I do it the hard way.

    #2
    ct,

    You may want to consider using the continuous contract, it has expiry ##-##. This will never need to be rolled over and instead you can just attach your strategy to the most recent contract whenever you normally disable / re-enable it.

    If I knew more about your needs I may be able to make a better recommendation here. Could you clarify or add to your post?
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Adam

      You bulls-eyed it. I use several correlated markets on one chart. It is a pain to roll them all as they roll independently and not on the same day. If I am not looking at the correct contract period I will not get the correct results.

      Cheers

      Comment


        #4
        I have a chart I changed to use the ##-## period. All 3 stopped loading data at midnight 00:00. I changed a time frame back to use the contact period and it loaded the data after midnight for that instrument but not the others still using ##.

        My session template does not use midnight but 18:00 to 15:00 the following day.

        Even the DOM was frozen.

        what do i have set wrong?

        Comment


          #5
          ct,

          Who is your data provider? Could you possibly send your log/trace to support at ninjatrader dot com, or post here if you are comfortable? We can also work with you there.
          Adam P.NinjaTrader Customer Service

          Comment

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