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Ratio Adjusted Continuous Contract

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    Ratio Adjusted Continuous Contract

    Is it possible to load a ratio adjusted continuous contract in NinjaTrader?

    "ES ##-##" loads a panama backadjusted continuous contract, but the down side of this is that the prices are not valid as you go further back in time, only the changes in price.

    Then there's the unadjusted continuous contract, and, of course, that results in gaps at rollover.

    I have a case where I need changes as a percentage of price. A ratio adjusted contract is the right way to do this, but I haven't seen if that's supported in NT or Kinetick?

    Thanks,


    #2
    Hello BarzTrading,

    Thank you for your post.

    There is no means to have a Continuous or Merge Back Adjusted contract adjust per the time you are viewing it in and there is no option for a ratio or percentage change. You would need to pull the contract month for the time period you are viewing to see the prices as they were.

    Please let me know if you have any questions.

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