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Rollover Tools


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Rollover Tools

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  #1 (permalink)
Market Wizard
Columbus, OH
 
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Platform: NT 8, TOS
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Silvester17's Avatar
 
Posts: 3,578 since Aug 2009
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maybe we can put some useful information/tools in this thread for rollover issues

in the download section we already have some educational/indicator material from @Fat Tails and @monpere:

https://futures.io/local_links_search.php?action=show&literal=1&search=rollover&desc=1&keys=1


also in the ninjatrader support forum, the rollover indications indicator created by nt brett, can be found here:

Links and Downloads Manager - NinjaTrader Support Forum


I added a few more custom options to the indicator. maybe later I'll also add the volume change value:


Attached Files
Register to download File Type: zip RolloverIndications.zip (3.5 KB, 258 views)
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  #2 (permalink)
Ireland
 
Experience: Intermediate
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Hi Silvestor,

Do you know if there is an update to the above rollover indicator? I have found this to be very helpful but now it does not seem to work anymore.
Thanks.

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  #3 (permalink)
Market Wizard
Columbus, OH
 
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Bosch777 View Post
Hi Silvestor,

Do you know if there is an update to the above rollover indicator? I have found this to be very helpful but now it does not seem to work anymore.
Thanks.

@Bosch777,

it's working fine here. not sure what the problem is:


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  #4 (permalink)
Ireland
 
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Thanks for that. Its just that Im getting the following message across the top of the chart next to the rollover button:

"Next Rollover:GC NaN/ No More Expiries Left in Database."

This is only appearing on GC. The rest of them are going fine. Have you ever got this?

Its also putting a message in the NT Log tab: Rollover Indicator: "You must define future expiries for your contracts..."

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  #5 (permalink)
Market Wizard
Columbus, OH
 
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Platform: NT 8, TOS
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Bosch777 View Post
Thanks for that. Its just that Im getting the following message across the top of the chart next to the rollover button:

"Next Rollover:GC NaN/ No More Expiries Left in Database."

This is only appearing on GC. The rest of them are going fine. Have you ever got this?

Its also putting a message in the NT Log tab: Rollover Indicator: "You must define future expiries for your contracts..."

@Bosch777,

working here also:



what you can do is an instrument reset.

- go to tools > options > data > reset instrument.

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  #6 (permalink)
Ireland
 
Experience: Intermediate
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Thanks Silvestor, did the reset and it worked the finest.
Cheers

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  #7 (permalink)
Las Vegas, NV
 
Experience: Advanced
Platform: Abacus, Slide Rule, HP-65, Metastock, TOS, NT
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@Silvester17,

I tried the Rollover Indications, it works perfect. However, seems like the dates are hard coded and it would only print to the end of 2014, there is no provisions for years past 2014. How the rollovers past 2014 are handled (I have not looked at the code yet)?

A couple of questions: Can the code be modified to print calendar events such as 5:30 of first Fridays of the month into future or print events based on a formula like the MoonPhase, or other fixed calendar events like holidays, EIA report, etc.?

I tried the Market Reminder and MoonPhase indicators piggybacked on your indicator but they would not print in the future. Can your script or logic be applied to these kinds of indicators?

Much thanks.

Cheers!


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  #8 (permalink)
Market Wizard
Columbus, OH
 
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aligator View Post
@Silvester17,

I tried the Rollover Indications, it works perfect. However, seems like the dates are hard coded and it would only print to the end of 2014, there is no provisions for years past 2014. How the rollovers past 2014 are handled (I have not looked at the code yet)?

A couple of questions: Can the code be modified to print calendar events such as 5:30 of first Fridays of the month into future or print events based on a formula like the MoonPhase, or other fixed calendar events like holidays, EIA report, etc.?

I tried the Market Reminder and MoonPhase indicators piggybacked on your indicator but they would not print in the future. Can your script or logic be applied to these kinds of indicators?

Much thanks.

Cheers!

thanks @aligator,

but this is far from being my script. only made some minor changes. I brought that indicator over from the ninja support forum. thought it's a good idea and that some will find it useful.

sorry to tell you that I'm not able to answer your questions. you need to ask someone a lot smarter like @Fat Tails.

but I can recommend some other excellent tools like volume ladder or vwap

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  #9 (permalink)
Las Vegas, NV
 
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Silvester17 View Post

but I can recommend some other excellent tools like volume ladder or vwap

@Silvester17,

But I think Moon Phase indicator beats them hand down

Cheers!

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  #10 (permalink)
Magadan Russia
 
 
Posts: 79 since Nov 2010



Silvester17 View Post
maybe we can put some useful information/tools in this thread for rollover issues

in the download section we already have some educational/indicator material from @Fat Tails and @monpere:

https://futures.io/local_links_search.php?action=show&literal=1&search=rollover&desc=1&keys=1


also in the ninjatrader support forum, the rollover indications indicator created by nt brett, can be found here:

Links and Downloads Manager - NinjaTrader Support Forum


I added a few more custom options to the indicator. maybe later I'll also add the volume change value:


Hi Silvester,

what the value of -5.75 in the yellow box stands for?

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  #11 (permalink)
Market Wizard
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tst1 View Post
Hi Silvester,

what the value of -5.75 in the yellow box stands for?

@tst1,

it means the sept contract is 5.75 points lower than the june contract.

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  #12 (permalink)
Magadan Russia
 
 
Posts: 79 since Nov 2010


Silvester17 View Post
@tst1,

it means the sept contract is 5.75 points lower than the june contract.

lower compared to what?LTD closure of the sept contract,high of the sept contract,etc?

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  #13 (permalink)
Market Wizard
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tst1 View Post
lower compared to what?LTD closure of the sept contract,high of the sept contract,etc?

it's the offset value. to see how nt 7 handles the offset values, please go to help > help > operations > instrument manager > editing instruments > understanding the misc tab > offset value



that's the best I can do

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  #14 (permalink)
London + UK
 
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Cool I just came across this thread very useful I'm sure.

I was usually just checking the exchange for the shift in open interest (OI). And the contract spec pages in NT7 for the OI.

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  #15 (permalink)
reno
 
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Hi Silvester,

I can see the vertical line for rollovers, but the offset values are not displayed. Any ideas?

Thanks,
kv


Silvester17 View Post
it's the offset value. to see how nt 7 handles the offset values, please go to help > help > operations > instrument manager > editing instruments > understanding the misc tab > offset value



that's the best I can do


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  #16 (permalink)
Market Wizard
Columbus, OH
 
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varaamo View Post
Hi Silvester,

I can see the vertical line for rollovers, but the offset values are not displayed. Any ideas?

Thanks,
kv

the requirements for that indicator are:
- You must have MergeBackAdjusted or MergeNonBackAdjusted selected to use this indicator
- You can only run this indicator on a futures instrument

if not working:
- reset your instruments under Tools->Options->Data Tab->Reset Instruments to get the latest expiry

that's about it. I can't think of anything else.

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  #17 (permalink)
Stavanger, Norway
 
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Heya @Silvester17

Do you happen to have an NT8 version of this indy?

"Hey! I've got 10 fresh apples to sell, any hungry buyers out here today?!" "Maybe! Just let me check my moving average and RSI!"
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  #18 (permalink)
Market Wizard
Columbus, OH
 
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danielk View Post
Heya @Silvester17

Do you happen to have an NT8 version of this indy?

@danielk,

something similar is in the nt support forum:

Links and Downloads Manager - NinjaTrader Support Forum




I didn't make any changes yet

Attached Files
Register to download File Type: zip RolloverIndications_NT8.zip (2.7 KB, 25 views)
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  #19 (permalink)
Chicago IL USA
 
 
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What amazing handy tool this one is, thanks guys

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