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Continuous contract

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    Continuous contract

    Dear Sirs

    i'm trying to build a continuous contract and it seems to me that by using NT merge command it will create a back adjusted continuous contract , is that correct?
    But i would like to create a continuous contract not back adjusted so to have the real prices traded for the old contract , is that possible?

    #2
    >> it will create a back adjusted continuous contract , is that correct?
    Correct

    You would need to export the data , rename the data file and import with new target name. Export/Import does not backadjust.

    Comment


      #3
      Originally posted by NinjaTrader_Dierk View Post
      >> it will create a back adjusted continuous contract , is that correct?
      Correct

      You would need to export the data , rename the data file and import with new target name. Export/Import does not backadjust.
      Thks

      it would be very handy to have an automatic procedure which builds not adjusted continuous charts.

      Rgds.

      Massimo

      Comment


        #4
        It would be very handy to have an automated process for roll-over .. peridod!!
        Current method is aqward and error prone.

        Comment


          #5
          Hello Sirs,

          Is there any possibility to write a ninjascript in order to solve the roll over issue with futures contracts in NT7. I mean there must be a solution not to set up all strategies every quarter year (e.g. index futures) or (e.g. CL-Futures) every month again?

          Many thanks,

          Robert

          Comment


            #6
            Hi Robert, unfortunately it's not possible to automate the needed roll process for future execution, I've added your vote though to our list of feedback regarding this item.

            Thanks,

            Comment

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