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release 42 - you are at least two years ahead of me. Maybe I slept too long last night.
Hi Shodson,
NinjaTrader works well with backadjusted contracts. You can create them yourself in mode MergeBackAdjusted. Just need to enter the correct rollover dates (the default dates for CL are not suited, as they come late, and volatility of the old contracts creates erroneous offsets) and check the offsets. NinjaTrader will use daily data to caclulate offsets, so if you use DTN/IQ or Kinetick, the offsets will be calculated from the difference between the settlement values prior to rollover date, which is just fine.
Thanks. Not letting my live account touch NT7, and every time I try to code something in NT7 I have problems. So sticking with 6.5 until Ninja is ready to stand behind 7.0 as a viable product. And even then it might not be advisable to use until 7.1 or 7.2.
Well you can still make your own continuous contract in NT 6.5 even if you don't have IQfeed directly. The easiest way would be to simply ask for data from someone who does have IQfeed, and then import it into a new symbol "CL ##-##" (literally).
I do have a CL-##-## with minute data, but am not able to merge any range or tick bar data into it, gives me an error. It seems like I can merge any tick/range data unless I already have some tick/range data in it.
We are getting off-topic, but that happens when there is no data of the correct type already existing in the instrument, NT cannot figure out how to back adjust it -- IIRC. Try importing vs merging, if memory serves -- at least the first of the series. (glad I don't have to mess with that anymore)
Thanks Fat Tails you are correct. I forgot it is the data feed that causes the problem. I am only using Zenfire and was unaware of the free service. Will look into it.
I only tested CL-09 but the NR4 filter looks promising, especially those of low volume (according to BetterVolume)
I also want to test more relative to Keltners and only taking a mean reversion trade or a continuation trade if an IB touches outside a Keltner channel.