Automating Contract Rollover For Secondary Data Series

[RoswellTrader]

Hi there,

I have a strategy that uses the NQ data series for entry criteria and a secondary MNQ data series for trade execution.

The NQ data series is straightforward for users because they can easily roll it over on the chart itself (e.g., from NQ 12-24 to NQ 03-25).

However, the issue lies with the secondary MNQ data series.

Since the code is protected, users cannot manually update the secondary MNQ data series (e.g., from MNQ 12-24 to MNQ 03-25) when the contract expires.

I’m looking for a solution where the MNQ contract can either:

1. Automatically roll over to the new contract when the old one expires, or
2. Be configurable as a property in the strategy's UI, allowing users to manually select or update the MNQ contract.

Are there any built-in methods or workarounds that you would recommend for this functionality?

Any help or insights would be greatly appreciated! Thank you.

[NinjaTrader_Gaby]

Hello RoswellTrader,

Thank you for your post.

This would require an unsupported workaround. You would need to supply a variable to AddDataSeries() and call it dynamically. For example, getting the instrument and expiry as below and supplying the variable to the AddDataSeries() call.

string masterName = "MNQ";
myInstrument = Instrument.GetInstrument(masterName + Instrument.GetInstrument(masterName + " ##-##").MasterInstrument.GetNextExpiry(DateTime.Now). ToString(" MM-yy"));

Please note that this will work for something added to a chart, but will break the Strategy Analyzer.

A supported workaround would be to use a BarsRequest to fetch data instead, and push the data to a custom series.

Below is a sample script which demonstrates using a BarsRequest.

https://forum.ninjatrader.com/forum/historical-beta-archive/version-8-beta/87988-barsrequest-question?p=1206656#post1206656

Please let me know if you have further questions.