automatic rollover schedule and continuation symbols

[trader65]

Hi,
i wonder why NT since its a backtesting platform does 'nt have a automatic rollover feature for futures instuments like other platforms have...ensign neoticker tradestation to name a few....thus we could maintain long data series for backtesting at least...and with feeds which
do not support continues symbols like IB or zenfire.
ensign softwares simple approach to the matter could be just fine...

thanks

[trader65]

see also...

http://ensign.editme.com/rollover

[NinjaTrader_Jason]

Hello trader65,

I will forward your inquiry to our development team and ask them if they can add this to the list of future considerations for the software.

It is possible to create continuous contracts in the Instrument Manager using the "##-##" expiry. TradeStation, eSignal and IQFeed support continuous contracts with NinjaTrader.

If you use a different data feed provider, you can merge prior contracts into the front month contract using the instructions at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Merge.html

[trader65]

hi Jason,
yes i know...the merge feature....
i was talking for an automatic method.
regards

[alleillo]

hi Jason,
yes i know...the merge feature....
i was talking for an automatic method.
regards

is tick by tick better that one minutes to do rollover?

i read that the right time to do rollover for example for NQ (is between 15.15 and 15.30) .

this not only for this emini but for all.

why only in this gap of time?

[NinjaTrader_Jason]

I am not sure if I understand. Are you referring to a merge? You would merge the data you have access to when merging data.

Most e-mini's do not trade at this time, so I believe that is why the suggestion is made to rollover instruments at this time. The day most instruments rolled over was last Thursday.