Load individual additional Dataseries in merged back adjusted Futures

[Branpo]

Hi guys,

im trying to make an indicator that showes me other Future Contracts on the chart.
For example in this case i want to show the two other Gold Futures.

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class AnotherIndicator: Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "AnotherIndicator";
Calculate = Calculate.OnEachTick;

IsOverlay = false;
DisplayInDataBox = true;
Calculate = Calculate.OnEachTick;
MaximumBarsLookBack = MaximumBarsLookBack.Infinite;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;


AddPlot(Brushes.White, "Curve1");
AddPlot(Brushes.DodgerBlue, "Curve2");
}
else if (State == State.Configure)
{
AddDataSeries("GC 12-21", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
AddDataSeries("GC 04-22", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0 )
return;


Curve1[0] = Closes[1][0];
Curve2[0] = Closes[2][0];
}

[Browsable(false)]
public Series<double> Curve1
{
get { return Values[0]; }
}
public Series<double> Curve2
{
get { return Values[1]; }
}
}
}

Sadly it doesnt show me the correct Values of the specific Contracts of the Day it only Plots me the value of Close[0] from my originally loaded contract.

See here in my Screenshots:


Here are the actual Values which should be shown:



Can you help me with that problem?
Thanks in advance

[NinjaTrader_Jesse]

Hello Branpo,

Thank you for the post.

What is the primary series that you are using?

I tried this on an ES daily primary and see the plot represents the secondary values. The two contract values are very close so it looks like a single plot but they are both being plotted.

I look forward to being of further assistance.

[Branpo]

Hi Jesse,
thanks for your quick reply.
i used it on GC 08-21.
yes thats correct they are both being plotted with the same value but the values aren’t correct.
todays Values should be the both yellow marked values ok the screenshots but it plots me the the Value of the current active contract from the merge back adjusted rule which is gc 08-21.

[NinjaTrader_Jesse]

Hello Branpo,

I see the plot matching the secondary contract on my end, I did have to use the data box due to the other secondary plot being a different value it made it difficult to make the comparison of GC

Have you tried to reload all the historical data and restart the platform/reconnect?

If you are finding the merge policy is affecting the script you can also set the platform to do not merge in the tools -> options -> market data menu.


I look forward to being of further assistance.