Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

what is the mechanism of charting between roll date for 2 contracts?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    what is the mechanism of charting between roll date for 2 contracts?

    hi as in the picture attached, I see that it seems volume of each bar of Dec contract before Sep 10th were the same as Sep contract, so I assume that the program has some mechanism to take the volume of Sep contract and put it onto Dec contract.

    But the price bars seem to be different mechanism.

    Could you advise how this mechanism work in detail?

    Thanks.
    Attached Files

    #2
    Hello leontancfa,

    Thank you for your note.

    Yes, this is the Merge Policy in action. It can be changed under Tools > Options > Data.
    For information on the Merge Policies please visit the following link: http://ninjatrader.com/support/helpG...rical_data.htm

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by algospoke, Yesterday, 06:40 PM
    2 responses
    24 views
    0 likes
    Last Post algospoke  
    Started by ghoul, Today, 06:02 PM
    3 responses
    15 views
    0 likes
    Last Post NinjaTrader_Manfred  
    Started by jeronymite, 04-12-2024, 04:26 PM
    3 responses
    46 views
    0 likes
    Last Post jeronymite  
    Started by Barry Milan, Yesterday, 10:35 PM
    7 responses
    23 views
    0 likes
    Last Post NinjaTrader_Manfred  
    Started by AttiM, 02-14-2024, 05:20 PM
    10 responses
    181 views
    0 likes
    Last Post jeronymite  
    Working...
    X