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Changing strategy symbols?

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    Changing strategy symbols?

    Hi,

    Correct me if I'm wrong, I cannot run my strategy on a basket of future symbols. I need to run the strategy separately on each future symbol?

    That is the way I am currently doing it. Problem is when the contract rolls from September to December I cannot change the symbol in the edit strategy tab.

    How can I change the contract month on a strategy with out having to remove and recreate all 40 symbols that I'm running my strategy on?

    Regards,
    Bill LoPinto

    #2
    Hi Bill,

    Thanks for the post. Responded via email:

    You can run a strategy on a list, and it will create a separate strategy instance for each item in the list. To do this, select the instrument list option after right Clicking > new strategy. The strategy grid offers the same selection capabilities as standard windows, so you can control + click to select multiple items, or shift + click to select a range. Strategies can be batch enabled (after selected) by right clicking > Enable.

    During rollover, you will have to change the front month and apply new strategy instances. A strategy does not allow you to change its instrument.

    Unfortunately there is no shortcut to rolling over your instruments according to steps below:

    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
    Ryan M.NinjaTrader Customer Service

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