Drawing objects when contract rollover.

[oscar_papa]

Hi there,

I have a question regarding the contract rollover process in NinjaTrader. I recently noticed that whenever I load a new contract, all my previously drawn elements—such as highs, lows, zones, and lines—get completely misaligned. Now I understand why this happens: by default, NinjaTrader adjusts the expired contract to match the new contract's price levels in order to eliminate visible gaps and provide visual continuity on the chart.

However, I know this behavior can be configured so that NinjaTrader does not adjust the historical data and instead uses the Merge Non-Back Adjusted setting. The problem with this, as you know, is that it creates a significant gap between the two contracts.

This raises a critical concern for me: when NinjaTrader adjusts the previous contract’s prices to align with the new one, the drawn elements such as zones, lines, and levels become displaced. If I then move these elements manually to match the adjusted chart, aren’t I effectively distorting the historical data? In this scenario:

• A prior minimum or maximum, which was originally formed at a specific price level in the expired contract, is no longer "real" since the adjustment has shifted the entire chart.
• If the price revisits that same area in the new contract, it does so at an artificially adjusted level, not the actual level where the event originally occurred.

At the same time, I understand that manually adjusting the drawn elements (zones, lines, etc.) after the price adjustment allows those marked zones to still be respected in future price movements. However, I would like to better understand how this process occurs internally and why manually moving elements after the adjustment still works as a reliable approach for marking levels.

This creates a further concern: if two traders use the same methodology but different merge settings in NinjaTrader—one with Merge Back Adjusted (default) and another with Merge Non-Back Adjusted—they will end up with different price levels for the same historical events. Consequently, their drawn zones, lines, and execution decisions could become inconsistent even though they are analyzing the same market.

I struggle to understand how NinjaTrader can allow for this type of inconsistency, as it has a direct impact on the reliability of historical analysis. Shouldn’t there be a solution to maintain the integrity of the historical price data while also ensuring visual continuity?

I would appreciate clarification on this matter and suggestions for a solution to avoid these discrepancies.

Thank you for your time and help.

[NinjaTrader_LuisH]

Hello oscar_papa,


Thank you for posting on the NinjaTrader forums!

Your concerns about contract rollovers and the behavior of drawn objects when NinjaTrader adjusts historical data due to back-adjustment are completely valid.


When you manually realign the zones or lines to match the adjusted price levels:

• You are essentially re-marking the price zones based on the newly-adjusted data.
• From that point onward, the zones will respect price movements relative to the adjusted price.

NinjaTrader treats these zones as static coordinates, so even though the historical price data shifted, the levels remain valid in the adjusted timeline. As price revisits those areas in the current contract, it still behaves as expected.


You are correct that two traders using different Merge Policies will experience different price alignments:

• Trader A (Back Adjusted) will have levels matching the continuous flow, eliminating visible gaps.
• Trader B (Non-Back Adjusted) will see historical levels that align with actual prices of past contracts but include gaps between rollovers.

This discrepancy can cause variations in historical analysis, especially for technical levels like highs/lows and zones.



There is no current solution to keep drawn objects aligned automatically across merge policies since NinjaTrader prioritizes either price continuity (back-adjusted) or raw historical data. If you value historical price integrity over visual continuity, consider sticking with Merge Non-Back Adjusted and marking significant roll dates for clarity.

I hope this clarifies the situation for you! If you need further assistance configuring merge policies or handling contract rollovers, let me know.


Thank you!

[oscar_papa]

Thank you NinjaTrader_LuisH for the detailed explanation. I now understand that manually adjusted zones or lines will be respected relative to the adjusted price data. However, I still have a few follow-up questions for further clarification:


1. Since there is a gap between contracts when using Merge Non-Back Adjusted, the price remains farther away from key levels compared to when using Merge Back Adjusted, where the gap is eliminated.

If the levels are still respected in both cases, does this mean that the price moves differently to return to those points?

Do the candles form differently or take alternative paths to reach the same key levels, given the increased distance caused by the gap in Non-Back Adjusted?



2. In my testing, I observed that with Merge Non-Back Adjusted, the drawn elements from the immediately previous contract (just before the rollover) are respected.

However, the elements from two contracts prior still seem to shift.

Why does this happen, and is there a way to prevent the displacement of older drawn objects so they remain correctly aligned even when using Non-Back Adjusted?



For now, it seems that Merge Non-Back Adjusted may be better suited for my workflow, as it allows me to maintain drawn objects more consistently. However, I will continue testing to confirm if this is the best approach.

I appreciate your time and clarification on this matter. I want to ensure I’m choosing the most efficient and accurate configuration for my analysis while avoiding unexpected issues.

Thank you again for your help!

[NinjaTrader_LuisH]

Hello oscar_papa


The path price takes and the candle formations are based on raw tick data as it occurs in real-time. NinjaTrader does not "re-calculate" or alter historical tick data for candle formation based on the merge policy:

• Merge Non-Back Adjusted: Raw, unadjusted historical prices and ticks are displayed.
• Merge Back Adjusted: Historical prices are shifted to match the current contract's pricing but the tick-by-tick price action remains accurate.

In short, while the gap may appear visually larger or smaller, the candles and their formations do not change across merge policies.

This happens due to data merging and offset behaviors in NinjaTrader.



NinjaTrader merges data from multiple contracts into a single chart to provide a comprehensive view of price action.


Currently, NinjaTrader does not offer a built-in feature to preserve the static alignment of drawn elements across contracts. However, you can take steps to minimize the issue.

1. • Instead of using merged charts, create separate workspaces or templates for each contract.
   • After the rollover, use the Drawing Tools Edit feature to realign displaced objects manually. You can also save these adjustments as part of a chart template for future use.

Let me know if you’d like further clarification!

[oscar_papa]

Hi NinjaTrader_LuisH.
Thank you for the explanation regarding candle formation and the behavior of tick data across merge policies. It was helpful to understand that the tick data remains accurate regardless of the gap.

However, I feel that some of my questions were not fully addressed:

1. When comparing Merge Back Adjusted and Merge Non-Back Adjusted, I noticed that the two settings produce distinctly different charts due to how they handle the price gap between contracts. This difference has raised questions for me regarding how price interacts with key levels depending on the merge policy:

With Merge Back Adjusted, the historical prices from previous contracts are shifted to align with the current contract’s pricing. This adjustment eliminates any visible gap between contracts, creating a continuous chart where the price appears closer to previously drawn levels (like highs, lows, or key zones). In this configuration, it seems that the price would react naturally to these levels because they remain visually close to the current price, maintaining a smooth flow on the chart.

In contrast, with Merge Non-Back Adjusted, the historical prices are left unaltered, preserving the raw, unadjusted data from each contract. This creates a visible gap between the previous contract and the current one, making the current price appear farther away from key levels drawn on the previous contract. For example, if a support zone was drawn at a level based on the old contract, it will now appear to be significantly below the current price due to the gap.


To better illustrate this, let’s assume there is a key support level at 4,000 in the previous contract.

In Merge Back Adjusted, this level might shift upwards to 4,050 to align with the pricing of the new contract, appearing visually closer to the current price (e.g., 4,100).

In Merge Non-Back Adjusted, the level remains at 4,000, while the current price at 4,100 creates a much larger distance to cover.


Despite this visual difference, both configurations indicate that the price will react to the same key level at the same exact time. However, in Merge Non-Back Adjusted, the price has to "travel" a greater distance to reach that level. This raises my main question:

If the price interacts with the same key levels in both charts, does this increased distance in Merge Non-Back Adjusted alter the way price moves?

Do the candles form differently, or does the price behave in a unique manner to compensate for the gap?

Intuitively, I believe that when there is a gap between contracts, and if the price and candles continue to move and form in the same way regardless of the merge setting, the price should objectively reach a key level sooner in one configuration than in the other. For instance, in Merge Back Adjusted, where the gap is eliminated, the price is physically closer to the key level due to the adjusted alignment of historical prices. In contrast, with Merge Non-Back Adjusted, the price is farther away because the gap remains, meaning it would need to cover a greater distance to reach the same point. However, since it is stated that the price reacts to the same levels in the same way and at the same time in both settings, this raises a question for me—how does the price reconcile this discrepancy? It feels like there is a missing link in my understanding of this process.


I want to fully understand whether the gap creates any practical differences in how the price approaches these key levels, or if the behavior is identical across both configurations, with the gap being only a visual artifact.



Thank you for your time and assistance. I appreciate the clarification provided so far and look forward to your insights on these additional points.

[oscar_papa]

Anyone there?