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I have noticed that the offset values are calculated from the last traded price and not from the settlement price. I think they have those offset values sitting in a database. If I remember well, the offsets are downloaded when you load daily data.
In case that I have false or incorrect offsets, I simply delete them, then connect and download daily and minute data for all contracts. Afterwards the offsets are repopulated from the NinjaTrader servers.
Can you help answer these questions from other members on NexusFi?
Thanks for a detailed post. I wasn't aware of how mine was set up. I don't sweat the gaps like you guys do, but I wanted to be consistent, so I set it to non-adjusted.
Also, being new to NT8 and this is the first rollover, I was unclear how or if the objects would migrate forward. I'm struggling to get comfortable with the relationship between objects and data serieseses. I loaded the Dec 18 and got prompted to carry the alerts forward. The drawings and indicators migrated automatically, so it seems easy enough. They were copied forward, so I can switch back back and forth.
Tips for thinkDesktop users:
1. To view the next expiry (Dec), set the Global merge Policy to "Do not merge". Otherwise a chart for ES 12-18 will show Sep data.
2. After making changes to your merge policy, don't forget to "Reload All Historical Data" on the chart's right-click menu.
3. In NT8, drawings and alerts seem to be attached to the continuous and the discrete contracts at the same time. I think maybe sort of.
If you use the setting "Non-adjusted", most, if not all of your indicators will display false values. This can be avoided by setting the chart to "Do not merge" or "Merge-BackAdjusted". With "Do not merge", volume will be false if the selcted contract is not the current front month contract.
I'm confident you're correct on that, but I only use the 20EMA and gap effects are washed out in the first day.
I prefer to use range. Its been working well with the non-adjusted method and I'm afraid that if I changed something, it would suck all of the magic out of it.
Looks to me like the value normalized to within a tick at the end of the first day (46 bars in the example). If the 60th bar prints on day four, you're using a time frame well above my 30m bars.
Carry trade effects are a fractional point over 90 days. Besides that, cross-border trade in goods, bund correlations and tariff-slinging kleptocrats are also fundamental variables. None of that has any discernible effect on the repeatably of intraday trade around the EMA. The same goes for the expense effects on equity and commodity products.