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Search: Posts Made By: Fat Tails
Forum: NinjaTrader October 19th, 2010, 10:57 AM
Replies: 11
Views: 6,718
Posted By Fat Tails
This depends on the lookback period of your...

This depends on the lookback period of your charts / data series. If you just need a few days that is fine. But the setting DoNotMerge has a number of disadvantages.

(a) The new front month is...
Forum: NinjaTrader October 19th, 2010, 08:21 AM
Replies: 11
Views: 6,718
Posted By Fat Tails
First, there is a bug, which affects the way data...

First, there is a bug, which affects the way data is displayed on rollover day. So what you can always do is roll earlier, but take the offset from the session prior to rollover day.

Case:...
Forum: NinjaTrader October 19th, 2010, 05:03 AM
Replies: 11
Views: 6,718
Posted By Fat Tails
Contract specific specializations? There are not...

Contract specific specializations? There are not so many options for rollover dates. You have the financials with known rollover dates, so you will these dates as defaults. For many of the...
Forum: NinjaTrader October 18th, 2010, 06:47 PM
Replies: 11
Views: 6,718
Posted By Fat Tails
Had a response from NinjaTrader support. The data...

Had a response from NinjaTrader support. The data displayed for the first two intraday sessions is still the old contract, non backadjusted. Things like this only happen on rollover date. I saw a...
Forum: NinjaTrader October 18th, 2010, 05:12 PM
Replies: 11
Views: 6,718
Posted By Fat Tails
I have posted on the NT forum and on the thread...

I have posted on the NT forum and on the thread NinjaTrader - The Truth. This is just one of many problems. Rolled CL today with a multi-session template.

First problem: Offset was not correctly...
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