Continuos AND User Specified Contracts

[pmaglio]

It would be really usefull to have the possibility of charting continuos contract ( with Merge Policy set to on ) AND User specified month contract at the same time, as when roll date approaches we like to have the continous contract AND the front month AND next month charted...
That can be done on Tradestation using a special symbol for continuos contract.

Would it be possible to add some feature to next Ninja version that let us do the same ?

Regards,

Pablo

[NinjaTrader_RyanO]

Hi Pablo,

Thank you for your post.

This may be possible depending on your data provider, and so can you please clarify which provider you are presently using.

[pmaglio]

Ohh, I forgot to mention I am using zenfire

[NinjaTrader_RyanO]

Hi Pablo,

With Zen-Fire the ability to view a continuous contract would be based on the merge policy, and so this enhancement has been added to the list with a reference number of 866, which you can use for insight into ongoing development.

Some providers, such as Kinetick do support native continuous contracts that are separate symbols and so you could create two separate charts without the merge policy set and still see the continuous contract by defining the front month as ##-## within NinjaTrader, and the un-merged data for the current front month. For more information on Kinetick please see the following link: http://www.kinetick.com/features

[Tasuki]

enhancement 886?

Ryan, I'm confused about what enhancement 866 would actually entail. I'm using NT 7 with Zenfire data from Mirus, and I've put my merge to mergebackadjusted.
I just created a 490 minute chart of the ES and asked for 365 days of data. The chart came up fine and seems to be accurate (see attachment), so I'm assuming that I've actually created a continuous contract with Zenfire. What am I missing? Does Zenfire not actually allow for continuous contracts? Then how come my chart looks OK? I'm confused---OK, here's one question---if I got Kinetick free EOD data, and used their ##-## symbol for a continuous contract, how would that be any better, or any different, from the chart I just created?
Thanks,
Tasuki

[NinjaTrader_RyanO]

Hi Tasuki,

Thank you for your post.

With Kinetick you are creating a continuous contract based on the ##-## symbol defined as the front month. However, Zen-Fire does not support that symbol as a front month.

NinjaTrader can automatically merge the data so that viewing the current front month will result in the back-adjusted data from previous front months to display as the historical data for the current front month.

This merge policy is a global or instrument setting, and as such you can not view the current front months data only if merging the data in NinjaTrader, and so the enhancement is to provide that ability to not merge the data in some cases while merging to create a de facto continuous contract in others.

[Tasuki]

Hi Tasuki,

Thank you for your post.

With Kinetick you are creating a continuous contract based on the ##-## symbol defined as the front month. However, Zen-Fire does not support that symbol as a front month.

NinjaTrader can automatically merge the data so that viewing the current front month will result in the back-adjusted data from previous front months to display as the historical data for the current front month.

This merge policy is a global or instrument setting, and as such you can not view the current front months data only if merging the data in NinjaTrader, and so the enhancement is to provide that ability to not merge the data in some cases while merging to create a de facto continuous contract in others.

Yipes, do I ever not understand. In the tools/options/data/merge policy section, there is already an option for "do not merge". So, we can create two charts, one with "mergebackadjusted" and one with "do not merge"....and now I see what you were talking about...that's a "GLOBAL" setting, so if you set this policy for one chart, you set it for all charts, right? Yeah, I'm liking that enhancement----good idea!

Tasuki

p.s. now, how do I go about getting that free data from Kinetick with the continuous contract capabililty???