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RolloverVolume 5 *
RolloverVolume V2

I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.

- Make sure you choose an explicit session template for the chart. Do not choose <Use Instrument Settings>
- Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
- Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01-12, CL 02-12, CL 03-12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
- Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.

The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.

Warning:
This indicator uses un-supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.


Category NinjaTrader 7 Indicators 
 
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Details: RolloverVolume
Category: NinjaTrader 7 Indicators 


March 3rd, 2011
Size: 3.87 KB
Downloaded: 841 times

Keywords: contract expiry monpere rollover rollovervolume volume
Comments/ratings
5 * isarhodes March 5th, 2011 04:09 AM
No Comment
5 * djkiwi April 17th, 2011 09:32 AM
Great job, very useful, many thanks
5 * NJAMC December 9th, 2011 08:43 PM
This thing is very handy!
5 * Hammerhorn June 5th, 2013 02:16 PM
Perfect
5 * Malthus May 12th, 2015 11:42 AM
Thanks

 
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