Suggestion to Ninja: build an auto-merging continuous contract symbol to deal with this major pain point
Someone at NinjaTrader dev team should get an account with TradeStation and study how they implement their continuous contract stuff. It auto-merges contracts for you and will allow live trades placed against the continuous contract to be applied to the current/proper front month real underlying contract.
I'm in no way a fan of TradeStation for many reasons, but this is one thing they nailed quite well in my opinion. They also allow you to define your own rollover rules for this continuous contract. Lets face it, the reason why most of us are doing this "merging" chore is to build up a continuous contracts so we can backtest our stuff greater than the current front month contract. Would be nice if you just by default provide a merged one for us that auto-merges correctly (allowing us to build our own rollover rules could be additional bonus for future).
I don't know how many countless hours I've messed with merging contracts with Ninja. It is the #1 biggest pain point for me using this platform (I love it otherwise for the most part).
JD
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