I need Details of Contract-rollover...

[xenayoo]

Hi,
I don't understand what Ninjatrader makes when Contract olls over...

There is a little utility: Just add the new contract and delete the old one. Hm. Well, I don't delete he old one. So I add the new one and select it in my linked chart windows (offline!). All windows have the same data than the previous contract (NT seems just copy the old data to the new one automaticaly - nothing with backadjusted. How without data of the new contract - offline) .
In NT6 I have to add the new contract, then load data of he new contract and then merge data manualy by selecting the time-range of the old contract. What does NT7?
In Tools->Options->Data Merge policy is set to MergeBackAdjusted. But there is nothing 'backadjusted'.

I always have trouble with historical data since using NT!!!!!! This is no fun! So please give me a workaround to get accurate hisorical data with ZenFire and Kinetick freeEOD. The trading-Dino Tradestation don't have such problems with historical data and rollovers.
Let me say something to the programmers of NT: NT7 is programmed in more than 3 Years now with thousands of Betas. Why the hell NT can't handle historical data and rollovers with one single mouseclick and store accurate data??????? What ever I do: I always have to do more mousclicks than version 6! So when I get a modern trading plattform I payed for?

Jens

[NinjaTrader_Jason]

Hello Jens,

If you have MergeBackAdjusted selected, it will automatically merge data as per the rollover dates setup.

Can you please go to Control Center-->Tools-->Instrument Manager. Please highlight the ES in the 'Available master instruments' section and click Edit.

Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears.

Select the 09-11 expiry month and you will see a rollover date listed - 6/9/2011. Historical data before this date is loaded from the 06-11 expiry and so on.

Can you please connect to your data feed and create charts for the ES 06-11 and ES 09-11. You should load data as the atached screenshot.

[xenayoo]

Here it is - looks like your window...

Hello Jason,

sorry for my hard words, but I am very angy about that thing. Ithought, that I can trade, but I have to l have to fix all problems with data storage first. I came from Tradestation ton NT6. So that was a step back. Now I hoped, that NT7 was better in many ways, but it was again a step back compared to NT6! I need much more mouseclicks for the same function except the rollover. But I don't now, what NT7 does automaticaly. My picture looks like yours. I thought, backadjustion closes this gap. But for backadjustion, NT needs Data for the new Contract to measure the difference. So there should be a detailed HowTo....

Jens

[NinjaTrader_Jason]

Hello Jens,

The screenshot indicates the ES 09-11 has loaded data as expected. Historical data for yesterday and earlier is loaded from the 06-11 expiry and automatically loads it in the ES 09-11 chart. This was not possible in NinjaTrader 6.5 - you had to manually merge 06-11 data in the 09-11 expiry (which took much more mouse clicks).

During rollover you only need to add a new instrument in your instrument list in the Instrument Manager. Highlight the instrument in the 'Available master instruments' section, set 'Expiry' to the new expiry month and click the arrow pointing to the left.
As long as 'Merge policy' is set to MergeBackAdjusted, the data is back adjusted automatically which is the case in your screenshot.

The data in both charts were the same because you were offline when you created the charts. No data for the 09-11 expiry was loaded in NinjaTrader, so the ES 09-11 chart only displayed 06-11 data (MergeBackAdjusted). Once you connect to your data feed, it will load the requested data in the ES 09-11 chart (combines 06-11 and 09-11 data automatically).

[xenayoo]

so I haveto be online while making the rollover? Ok, this should be written.... ;-)

Jens

Don't forget: HowTos has to be written for the stupidest user who can be assumed....