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Question On Continous Contracts

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  • NinjaTrader_Joydeep
    replied
    Hello Chuck,
    Thanks of your post and I am happy to assist you.

    1. Yes you can create a continuous chart with intraday data. The same is depended on how you set up the merge policy for the instrument (MergeBackAdjusted or MergeNonBackAdjusted). Please refer to the “Underrstanding merge policies” from here http://www.ninjatrader.com/support/h...rical_data.htm.

    Also in this context let me say that some data providers like Kinetick provides continuous contracts (<symbol> ##-##, eg ES ##-##).

    2. Renko bars uses tick data to construct the bars. If you load too much data, it will take a very long time to load the charts. A fast computer surely helps.

    Tips: If you are loading too much data then it’s a good idea to save the data in your hard disk as historical one you download the same and use the same on subsequent use. In Control Center menu bar go to Tools>Options, in the Data tab uncheck “Get data from server (if available)”. This will make sure you are not downloading data every time you open a chart.

    Please let me know if I can assist you any further.

    Leave a comment:


  • maxreturn
    started a topic Question On Continous Contracts

    Question On Continous Contracts

    As an intraday trader I use a chart type called Renko Hybrid which was written by a Ninja Script Consultant. I am also a longer time frame trader (using the daily, weekly and monthly charts). Instead of using these time based charts I was toying with the idea of replacing them with the Renko Hybrid chart type using a large tick parameter. My questions are:

    1) Is it possible to create a continuous contract of intraday data going back several years?

    2) Is it possible to run a chart type created for intraday data on such a contract without crashing my computer? I'm assuming it is possible but I may need more memory or computing power?

    Thanks for any feedback.

    Best Regards
    Chuck

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