builder + additional dataseries + Rollover = possible without updating strategy ?

[Amedeus]

hey Support !

Simple clarification. It is all in the title but I will translate the equation with common words for everybody :
using the strategy buiilder, in the additionnal data window, when adding miltiple data series of a different time frames, will those instrument be rolled when time comes ?

Without any modification within the strategy builder since April, what happens to a ES 06-21 additional data serie in June ? what happens to its strategy : will it need to have its instrument updated by hand in the additional data window and maybe in all the conditions wich have calculations with the old instruments ?
This in the cases of both a locked and unlocked scripts ?

I plan to build a multi time frame based strategy but is this (link below) necessary if the instruments do Rollover by themselves when the auto-Rollover happens ?
Adding multiple data series in one strategy - NinjaTrader Support Forum
I also plan to have tons of user inputs based off such added data frames of a same instrument in a same strategy, as well as a ton of conditions involving the additionnal series and indicators based on them. Is the Rollover of the strategy taken care of by the Auto-rollover ?

thank you

[NinjaTrader_Jesse]

Hello Amedeus,

Thank you for the inquiry.

The strategy would need to be updated when used with futures instruments due to how NinjaScript adds data series. The instruments are hard coded into the strategy. Even in manually coded strategies the instruments would need to be hard coded so it would need updated for new contracts.

If you are using secondary series of the primary you can select the use primary checkbox when setting up the series. That will allow you to change the series based on the primary it was applied to. There is no way to do that with other instruments as they would be hard coded after selected.


I look forward to being of further assistance.

[Amedeus]

Thank you Jesse,

ok so to confirm it is all clear, yes or no ?
Primary is the string that allows the strategy to rollover.
But there is only one primary instrument per strategy. That makes other added instrument independant of the rollover update.

in the added example picture : (still yes or no q)
if MES is also primary, the conditions based from the added MES 987 would need to be manually rolled because primary is unchecked. But all 233 series related calculation would rollover smoothly.

[NinjaTrader_Jesse]

Hello Amedeus,

Thank you for the inquiry.

From the image you would need to update the MES instrument, the others listed as <Primary> would follow what you had applied the strategy to as the primary. A strategy can only have 1 primary instrument so if you are using multiple different instruments you will need to edit the strategy when those other instruments roll over.


I look forward to being of further assistance.