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Search: Posts Made By: Fat Tails

Forum: NinjaTrader

August 14th, 2014, 02:57 AM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

The free Kinetick data feed comes with settlement...

The free Kinetick data feed comes with settlement prices for all futures contracts (bar close on daily charts). All you need to do is to connect NinjaTrader to Kinetick and then open a daily chart,...

Forum: NinjaTrader

August 13th, 2014, 12:55 PM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

To calculate the offset you first need to select...

To calculate the offset you first need to select a rollover day. For index futures there is an "official" rollover day, but for many commodity futures the choice of the rollover day is not obvious....

Forum: NinjaTrader

June 18th, 2014, 07:18 PM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

Yes, but they have always used the regular close...

Yes, but they have always used the regular close - in the beginning there was only Zenfire data - and I understand that they do not want to change the horse in the middle of the race. There is not a...

Forum: NinjaTrader

June 18th, 2014, 01:24 PM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

Yes, I have talked to NinjaTrader developers. The...

Yes, I have talked to NinjaTrader developers. The main problem is that one cannot manually override offsets, when there is an offset stored on the NinjaTrader servers for that instrument and rollover...

Forum: NinjaTrader

June 18th, 2014, 03:06 AM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

The difference between the new and old front...

The difference between the new and old front month depends on the dividend expectations for the next 3 months and the risk free interest rate. As the interest rate is close to zero, the main factor...

Forum: NinjaTrader

June 17th, 2014, 06:08 PM

Replies: 13

09-14 Rollover date offset value

Views: 5,009

Posted By Fat Tails

What instrument do you talk about? What are...

What instrument do you talk about?

What are your settings under Tools -> Options -> Data -> Merge Policy ?

You can calculate the correct offset value by checking the settlement prices for old...

Showing results 1 to 6 of 6

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
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