Automate Additional Contract Change in State.Configure

[rbeckmann05]

Hello, I have been running an automated strategy for a couple months now, and I was wondering if there is a way to automate the change of:

AddDataSeries("MNQ 09-24", BarsPeriodType.Tick, 1);

I am running a strategy based on ES and NQ mini data, while entering on ES, NQ, MES, MNQ. I am wondering if there is a way to automate the adding of the micro contracts after they expire. Obviously this won't work, but something along the lines of:

AddDataSeries("M" + null, BarsPeriodType.Tick, 1);

Let me know if anything needs clarification, thank you

[NinjaTrader_Gaby]

Hello rbeckmann05,

Thank you for your post.

Adding data series dynamically is not supported, unfortunately. Any added data series must be hard-coded. From the Help Guide:

"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."

https://ninjatrader.com/support/helpguides/nt8/adddataseries.htm

Additionally, there is no way to rollover contracts when they expire programmatically. You must manually rollover to the new expiry.

Please let us know if you have any other questions.