eSignal & continuous EUREX future contracts

[NinjaTrader_Dierk]

Unfortuantely the eSignal API still would not support these contracts.

[canaussieuck]

Esignal and Continuous contracts in NinjaTrader

I too am having trouble getting a continuous contract for FDAX ##-##. I'm using eSignal and i want to understand this correctly.

I have a strategy that i am leasing and it reference s FDAX##-## in the code for a continuous contract. If i pull up a chart of FDAX##-##, no data loads onto the chart. Obviously we are not getting any signals either.

If i use the current contract FDAX 06-12, then i get continuous data going back as long as eSignal supports (i assume about 120 days).

MY QUESTION IS: how can i setup the code in the strategy to reference the current contract, regardless of what month that actually is so that when rollover comes along all i have to do is load the new contract month chart and apply the strategy to it???

Cheers,


CanOz

[NinjaTrader_Bertrand]

CanOz, correct you could not sue the ##-## expiry here - setup a user defined input for the added series so you can point to the current front month as needed - for example currently 06-12 > NT would then merge back as far as the eSignal backfill would allow. I believe with the extended data option that would be 30-40 days for tickdata.

[canaussieuck]

Thanks Bertrand, I'll pass this onto the vendor as well....


cheers,


CanOz

[capstonetrader]

Is there some sample code to use a string variable as an input so that the FDAX symbol could be changed as a user input?

Thanks

[NinjaTrader_RyanM1]

Hi capstonetrader,

Could you please create a new thread in the appropriate section of the forums. In the new thread let us know what area of the platform you're working in, like a NinjaScript indicator or strategy.

[capstonetrader]

RyanM,

This is related to the current thread. Hard coded strategy uses a secondary data series FDAX ##-##. If I want to make the data series an input so it will work in E-Signal as this thread is discussing, what is the best way?

public string Data = "FDAX ##-##";

protected override void Initialize()
{
Add(Data, PeriodType.Minute, 5);
}

[NinjaTrader_RyanM1]

Yes, that would provide for an input for your secondary series in a NinjaScript indicator or strategy.