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Do Not Merge AddDataSeries Spread Chart
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Do Not Merge AddDataSeries Spread Chart
I'm trying to plot some spreads for historical data but NT8 is merging the future month contract for historical data. Because of this the spread is shown historically as 0. Only live data is being plotted with the correct spread amount. Is there a way that I can fix this?Tags: None
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I am plotting CL futures current month(CL 11-18) vs next month(CL 12-18). I am adding the Last price to the data series. The indicator has not been programmed for real time. It's looking for both historical and realtime. Just uses OBU Closes[0][0] - Closes[1][0].
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https://imgur.com/a/xTxAts0 it is showing 0 on the plot for historical bars. Once the data is real-time it shows the correct values.
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that will end up changing the rest of my charts. I still need to merge non-backadjusted for CL / ES charts.
It also doesn't make sense that live data would pull the correct next month contract prices, and only historical data gets merged from the current month. That seems like a bug to me, right?
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I still need to merge non-backadjusted for CL / ES charts.
Did following my steps get the desired results?Josh G.NinjaTrader Customer Service
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Did you go to your Control Center>>Tools>>Instruments>>select CL or ES and set the instruments merge policy to non back adjusted?
What makes you say they the OHLC values are messed up? What are you comparing them to?
I'm trying to plot the historical spreads. But when merge non-backadjusted is selected the FUTURE month contract values are being pulled into the current contract. That shouldn't happen as it there is no 'back'. Only live data is plotted correctly using the merge non-backadjusted setting.
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But when merge non-backadjusted is selected the FUTURE month contract values are being pulled into the current contract.
At this time the only way to get your plot to work the way you want it to will be by using the "Do not merge" setting for all of your instruments or specifically for the CL/ES.Last edited by NinjaTrader_JoshG; 10-03-2018, 01:56 PM.Josh G.NinjaTrader Customer Service
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