Correlation indicator should automatically handle rollovers.

[TheWhiteDragon]

The correlation indicator takes a string that specifies which instrument to compare against. This can be troublesome during rollover because you have to go into your indicators and update the strings. So in my own spread indicator (which frankly you should also add) I have some code to automatically use the main chart's month with a bool to specify if the user wants to provide the month in the string. This might not work for every case with correlations because front months might be different, in which case perhaps we could add logic to always use the front month?

else if (State == State.Configure)
            {        
                string MyFrontLeg = FrontLeg;
                string MyBackLeg = BackLeg;
                string Month = BarsArray[0].Instrument.FullName.Split(' ')[1];

                if(!UserProvidesMonth)
                {
                    MyFrontLeg = FrontLeg + " " + Month;
                    MyBackLeg = BackLeg + " " + Month;
                }


                AddDataSeries(MyFrontLeg, BarsArray[0].BarsPeriod);
                AddDataSeries(MyBackLeg, BarsArray[0].BarsPeriod);
            }

[NinjaTrader_Kate]

Hello TheWhiteDragon,

Thank you for your post.

I've added a feature request to add rollover handling to the Correlation indicator for you - this may be tracked with the number SFT-4302.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

If you'd like to share your code, you can submit to the User App Share here if you haven't already:

https://ninjatrader.com/support/forum/forum/ninjascript-file-sharing/user-app-submission

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