"Dynamic" Rollover

[PageNotFound404]

Hi,
I have to add on State.Cnfigure new dataseries
else if (State == State.Configure)
{
AddDataSeries(sInstrument1,BarsPeriodType.Minute, 1); // this is bar series xxx ....

And I previously define
private string sInstrument1 = "ES 03-23";

I can find a lot of information using
private SessionIterator sessionIterator; well, After i define my dataseries.

Question is that possible to figure out that i need to switch to "ES 06-23" "dynamically" as this action has to be done before State.Configure obviously using code?

-PNF.

[NinjaTrader_Emily]

Hello PNF,

Thank you for your post.

The following note from the AddDataSeries() page in the help guide is relevant here:

"Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."

With that said, you could try the suggestion in the following forum post where you write a method that fetches the current expiry in the NinjaTrader database based on the symbol name:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1195044-how-does-nt-handle-multi-timeframe-instrument-with-contract-month?p=1195083#post1195083

Otherwise, you would need to manually adjust your AddDataSeries() logic when you are ready to roll over, then compile and re-load the strategy to pick up the changes.

Please let us know if we may be of further assistance.

[PageNotFound404]

Well, i have read this note to AddDataSeries that was one of the reason to ask question to begin with, and yes, i'm using something similar to the post indicated. As note is type of "limitation" (without discussion is or is not) i would have to end-up with data series that i do not need to run strategy, they will be "there", consuming resources and memory, as i additionally would like to know Volume, and there is no way to get this w/o having bars loaded. Because of this i have a question what is the reasonable limit of have many data series i can load, outside of the obvious answer - depending on your hardware.
-PNF

[NinjaTrader_Emily]

Hello PNF,

Thank you for your reply.

There is no "reasonable limit" that I would be able to quote; it is not a magic number and it truly depends on your PC resources as well as the calculations and demand from the script itself. You would have to keep the NinjaScript Best Practices in mind as well as Performance Tips which can both be found in the help guide:

• https://ninjatrader.com/support/help..._practices.htm
• https://ninjatrader.com/support/help...ance_tips2.htm

Please let us know if we may be of further assistance.

[PageNotFound404]

Thank you.