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Ninja Update problem with rollover
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Ninja Update problem with rollover

  #1 (permalink)
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Ninja Update problem with rollover

Is anyone else having chart issues with the newest ninja update? 7.0.1000.14. I am and so are a few others I have chatted with concerning this.

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  #2 (permalink)
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essiar View Post
Is anyone else having chart issues with the newest ninja update? 7.0.1000.14. I am and so are a few others I have chatted with concerning this.

No problems here.

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  #3 (permalink)
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essiar View Post
Is anyone else having chart issues with the newest ninja update? 7.0.1000.14. I am and so are a few others I have chatted with concerning this.

Could you elaborate?

What op system?

What chart issues?

thanks

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  #4 (permalink)
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essiar View Post
Is anyone else having chart issues with the newest ninja update? 7.0.1000.14. I am and so are a few others I have chatted with concerning this.

If you have a problem and post here, you should post some details and screenshots and also describe the problem.

In that case someone else can check and confirm it.

Just writing "NinjaTrader Update is buggy and has chart issues" is not helpful.

I am willing to check into it and issue a bug report to NT developers, if you post the details.

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  #5 (permalink)
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BTW...

@Fat Tails

The NT programming crowd is well aware of you and to my knowledge they hold you in high regard.

This was the only ninja buggy I could find.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

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  #6 (permalink)
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wldman View Post
@Fat Tails

The NT programming crowd is well aware of you and to my knowledge they hold you in high regard.

This was the only ninja buggy I could find.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Thanks for posting this, very funny indeed.

On a serious note, we don't have any known charting issues with our latest release.

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  #7 (permalink)
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OK, I THINK the issue has been resolved. I rolled over CL last week, but NT has the rollover date set as tomorrow 6/19. So when I would Reload All Historical Data, it would revert back to the old contract and my charts became a disaster. The highs would be different, heck, 2 charts not linked would be totally different. After using NT for years, I didn't realize you couldn't roll over to the new contract PRIOR to the date NT has embedded for it to roll without it causing major issues. For any of you experiencing a similar issue, here's what NT said. Keep in mind this is for ANY instrument you wish to rollover PRIOR to the date NT has embedded. NT's dates are what I consider correct for the equity indexes but incorrect for the CL and the currencies. The Mirus calendar also does not match up with the NT dates:

If you wish to roll over to the 08-13 now, you will need to change the roll over date for this contract.

• You can do this by going to Tools--> Instrument Manager--> locate the instrument and select 'Edit'.
• From the Instrument Editor, click on the Misc tab--> scroll down the the "Contract Months" section.
• Please change the 08-13 to the date you wish to have your charts rollover.
• Once you have made this change, you can right click on your charted instrument and select 'reload all historical data'.

There is no way for us to accurately predict when a contract's volume will shift, so the pre-programmed dates may be off by a few days as you're seeing here, but thankfully NinjaTrader is flexible enough to allow you to define your own rollover dates for your charts.

For the next rollover, I'd recommend double checking this area before you change your charts and should the rollover date be ahead of the date you wish to change, you may simply set this date to the date on or before the date you wish to rollover and this should help ensure that the charts load as expected.

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  #8 (permalink)
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Minor problem + workaround

There is in fact a minor problem related to rollover dates. This is nothing new with release 14, but there always was a little nuisance.

NinjaTrader has preset rollover dates, which are good for the futures with defined roll dates, such as index futures and interest rate futures.

But for commodities the preset dates are not always correct. For me this is no problem, as I believe that it is the responsibility of the trader to select appropriate roll dates and not the responsibility of the software. But I would like NinjaTrader to let me decide on rollover dates and offsets as I wish!

And this is where things get difficult. In fact there are two cases to consider.

(1) The rollover date preset by NinjaTrader is the same that I wish to use.
(2) The rollover date preset by NinjaTrader is different from the roll date that I wish to use.

Let us treat the cases in reverse order. Case (2) is the easy one. I just change the roll date in the instrument settings, make sure that there is no value shown. NinjaTrader will then - as I would expect and as is well explained in the help guide - calculate the offset from the daily settlement prices of the day prior to rollover date. If I do not like the offset, I can change it manually, and NinjaTrader will keep it. Perfect.

However, if I want to keep the preset rollover date, then NinjaTrader will not let me select my offset. In fact I can select it temporarily. But if I shut down NinjaTrader and reconnect the next day, then NinjaTrader will replace my correct offsets with the false offsets download from the servers. For CL this is a particular nuisance, as the offsets on the NinjaTrader servers are not calculated from settlement data, and also for past contracts, the database contains a lot of false offsets with a zero value (prior to February 2011). NinjaTrader will in those cases replace my offsets with zero, and gone they are. My charts will show gaps, which is not what I wanted.

The only workaround for this problem is not to select the correct rollover date, but select a different date - that is one day earlier, or the Saturday in case that the rollover day was a Monday - to prevent NinjaTrader from deleting the correct offsets.

The workaround solves the problem for me, as shifting the roll dates prevents the deletion of the offsets and the associated distortion of the swing sizes from which I calculate the Fibonacci retracements and expansions.

This is a problem known from Microsoft Word. You are trying to write something, but Word does not allow you to do what you wish. It false-corrects some of the words (can be switched off), it permanently reformats the text in a way that you do not wish, and you need to copy and paste text to be able to use the format that you had before.. I would appreciate, if NinjaTrader allowed me to enter my rollover dates and offsets as I like. I do not mind calculating them manually from the CME settlement data once per month, but I am bit annoyed, when NinjaTrader overrides my values without letting me the choice.


Last edited by Fat Tails; June 18th, 2013 at 05:01 PM.
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  #9 (permalink)
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Fat Tails View Post
There is in fact a minor problem related to rollover dates. This is nothing new with release 14, but there always was a little nuisance.

NinjaTrader has preset rollover dates, which are good for the futures with defined roll dates, such as index futures and interest rate futures.

But for commodities the preset dates are not always correct. For me this is no problem, as I believe that it is the responsibility of the trader to select appropriate roll dates and not the responsibility of the software. But I would like NinjaTrader to let me decide on rollover dates and offsets as I wish!

And this is where things get difficult. In fact there are two cases to consider.

(1) The rollover date preset by NinjaTrader is the same that I wish to use.
(2) The rollover date preset by NinjaTrader is different from the roll date that I wish to use.

Let us treat the cases in reverse order. Case (2) is the easy one. I just change the roll date in the instrument settings, make sure that there is no value shown. NinjaTrader will then - as I would expect and as is well explained in the help guide - calculate the offset from the daily settlement prices of the day prior to rollover date. If I do not like the offset, I can change it manually, and NinjaTrader will keep it. Perfect.

However, if I want to keep the preset rollover date, then NinjaTrader will not let me select my offset. In fact I can select it temporarily. But if I shut down NinjaTrader and reconnect the next day, then NinjaTrader will replace my correct offsets with the false offsets download from the servers. For CL this is a particular nuisance, as the offsets on the NinjaTrader servers are not calculated from settlement data, and also for past contracts, the database contains a lot of false offsets with a zero value (prior to February 2011). NinjaTrader will in those cases replace my offsets with zero, and gone they are. My charts will show gaps, which is not what I wanted.

The only workaround for this problem is not to select the correct rollover date, but select a different date - that is one day earlier, or the Saturday in case that the rollover day was a Monday - to prevent NinjaTrader from deleting the correct offsets.

The workaround solves the problem for me, as shifting the roll dates prevents the deletion of the offsets and the associated distortion of the swing sizes from which I calculate the Fibonacci retracements and expansions.

This is a problem known from Microsoft Word. You are trying to write something, but Word does not allow you to do what you wish. It false-corrects some of the words (can be switched off), it permanently reformats the text in a way that you do not wish, and you need to copy and paste text to be able to use the format that you had before.. I would appreciate, if NinjaTrader allowed me to enter my rollover dates and offsets as I like. I do not mind calculating them manually from the CME settlement data once per month, but I am bit annoyed, when NinjaTrader overrides my values without letting me the choice.

Isn't what you described already available under "MergeNonBackAdjusted" ?

MergeNonBackAdjusted
Selecting this option uses data from each individual expiry month across the time span of the historical data requested. Offset values are NOT used and leaves historical data as raw data.

For example: If requesting a chart of the ES 09-10 from June 1st through July 1st, two contract month were the front month during that time span (06-10 and 09-10). The 06-10 data will be merged with the 09-10 data; however, NO Offset value will be applied. The result is a continuous chart of ES front month data for the dates selected.Significant price gaps in the chart may be present due to changes in contract values that were NOT Offset.

NinjaTrader Version 7

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  #10 (permalink)
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gxeight View Post
Isn't what you described already available under "MergeNonBackAdjusted" ?

MergeNonBackAdjusted
Selecting this option uses data from each individual expiry month across the time span of the historical data requested. Offset values are NOT used and leaves historical data as raw data.

For example: If requesting a chart of the ES 09-10 from June 1st through July 1st, two contract month were the front month during that time span (06-10 and 09-10). The 06-10 data will be merged with the 09-10 data; however, NO Offset value will be applied. The result is a continuous chart of ES front month data for the dates selected.Significant price gaps in the chart may be present due to changes in contract values that were NOT Offset.

NinjaTrader Version 7

Sorry, if I have not been clear. I use MergeBackAdjusted, and that is what I want to use.

I simply want to enter my own offset which is directly calculated from exchange data.

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