Kinetick chart, Continous vs non Continous

[bassam]

Hi,

If you open GC ##-## ( daily, 2000 days, Kinetick EOD ) and add to the chart GC12-13 ( daily, 2000 days, Kinetick EOD ) , you'll notice that the prices are different between the two instruments ( Merge back adjusted policy is used here).

Why is that? and how to make the continuous contract be merged in the same way GC 12-13 is merged in the above example?

[NinjaTrader_ChristopherS]

Hello bassam,

The rollover dates used with ##-## are preset on the server. The ##-## is not impacted by the merge policy setting in NinjaTrader when receiving data from Kinetick.

You would need to set the same rollover dates in NinjaTrader for the current contract month to match the ##-## with the merge policy set to 'MergeBackAdjusted'.

[bassam]

Thanks Christopher,
Actually, I need the other way around , as I think the way the contracts are merged in NT is more standardized and more accurately reflects the market than the continuous ##-##...

Take a look at September in attached image:

[NinjaTrader_ChristopherS]

Hello bassam,

You may just want to use the current contract month.

When charting the current contract month with the merge policy set to either 'MergeBackAdjusted' or 'MergeNonBackAdjusted' you will be charting a continuous contract.

Information on the merge policies settings can be found by following the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[bassam]

The problem is that for some indicators I need more than 10 years of data .
As you see in previous screen-shot ##-## can give false signals/readings

[NinjaTrader_ChristopherS]

Hello bassam

It is not possible to change the rollover date when using the ##-## and receiving data from Kinetick.