Future Rollover

[Mirko]

Hello, as I trade a huge couple of strategies and futures it is hard for me to care about the rollover of every future. Is there a way for a automatic future rollover for strategy trading?

Thanks Mirko

[NinjaTrader_Ben]

Hello,

Kind of if you have a continuous contract. You will need to contact your providers to be sure they support it. If they don't here is a connnectivity provider list that my help track one down that does:

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

Otherwise you will have to rollover:
Please follow the instructions below to rollover the expiration date of a futures contracts.

• From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Highlight the contract you wish to rollover in the left side of the Instrument Manager window
• Press the ">" button (the instrument will disappear from the list)
• Press the "<" button and the instrument should re-appear with the front month expiration date

Click here for a video and further instructions

[Mirko]

Rollover

Lets say my provider (Tradestation) delivers PLV10=11NC as tradeable custom rollover contract for Platin (or @PL as endless Platin future) and I want to trade it at ZenFire via Ninjatrader.

Bringing in the contract from TS and having endless contract supplied in the datafeed is not an issue. What Signal will ZenFire accept (and that is the issue here). Do I have to contact ZenFire how they handle endless contracts or can I find a solution (to submit the right signal to ZenFire) in Ninjatrader?

[NinjaTrader_Austin]

Mirko, at this point, you will have to go through your strategies and change the instrument every time there is a roll over. NinjaTrader does not yet have the capability to automatically switch contract months (nor to automatically select the right month to send orders for). Right now, Zen-Fire provides continuous contracts for data purposes only, not for trading.

Since NinjaScript is based on C#, is it possible that you could code a technical solution to this, but it would probably be a difficult and long journey.

[Robertp75]

Hi Mirko,

did you find someone who has programmed a code in C# which handle the roll over issue?

Thanks.

Robert