Calculate Closes[1][0] historicall

[YevhenShynkarenko]

Hello. I'm trying to calculate diffirence between Close price of one series and Close price of the seconday series (f.e. GC 02-20 and GC 04-20).
When I'm setting

Value[0] = Closes[1][0] - Closes[0][0];

It calculates me only in real-time. On historicall period via Print(Value[0]); I see that Close prices are the same as primary Series.
How can I resolve this problem? And one more thing:
I saw in real-time that first Setting (via print) shows the current Closes[0][0] and then, in some seconds it changes to the value of secondary series.

Help please.

[NinjaTrader_Jim]

Hello YevhenShynkarenko,

Thanks for your post.

Merge Policy will merge previous contract month data to the current contract month. GC 04-20 is set to roll on 01/29/2020 so any data before then would be merged from the previous contract month. This would result in the historical data resulting in a 0 comparison and then the realtime data updating with the data from those contract periods.

If you set Merge Policy to Do Not Merge, you should be able better see the differentiation on separate charts and see how realtime and historical get their result from your indicator. To move forward with your goal, I may suggest cloning the instrument, and then adjusting the rollover periods so you can compare more current data on the future contract month with the older contract month.

Merge Policy - https://ninjatrader.com/support/help...rge_policy.htm

Editing Instruments - https://ninjatrader.com/support/help...nstruments.htm

Please let me know if I can be of further assistance.