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Rollover option for Futures Contracts

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    Rollover option for Futures Contracts

    Is it possible to have an option whereas we don't have to "MergeBackadjust" the contract time series?

    Instead we execute a roll transaction for the open positions during the rollover day??

    #2
    Hello,

    Thank you for your forum post.

    You posted this on the non NinjaTrader 7 forum section are you using NinjaTrader 6.5 or NinjaTrader 7 as this MergeBackAdjusted is a feature new to NinjaTrader 7.

    Let me know if I can be of further assistance.

    Comment


      #3
      NT7,

      Yes the time series is backadjusted but what I am saying is the position actually exits the previous month contract and enters the properties into the new front month contract.

      Comment


        #4
        Hello,

        Not sure I understand as the historical data does not relate to live orders? Are you refering to during a backtest?

        Here are your options for historical data merge options, this setting is avaliable under Control Center->Tools->Options->Data Tab. You can set to MergeBackAdjusted/DoNotMerge/and MargeNonBackAdjusted (May be what your looking for)



        Let me know if I can be of further assistance.

        Comment

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