Rollover Tools

Silvester17 · (login for full post details)

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:

Bosch777 · (login for full post details)

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.

Silvester17 · (login for full post details)

Bosch777

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:

Bosch777 · (login for full post details)

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..."

Silvester17 · (login for full post details)

Bosch777

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.

Bosch777 · (login for full post details)

Thanks Silvestor, did the reset and it worked the finest.
Cheers

aligator · (login for full post details)

@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!

Silvester17 · (login for full post details)

aligator

@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

aligator · (login for full post details)

Silvester17

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!

tst1 · (login for full post details)

Silvester17

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?

Silvester17 · (login for full post details)

tst1

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.

tst1 · (login for full post details)

Silvester17

@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?

Silvester17 · (login for full post details)

tst1

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

sands · (login for full post details)

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.

varaamo · (login for full post details)

Hi Silvester,

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

Thanks,
kv

Silvester17

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

Silvester17 · (login for full post details)

varaamo

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.

danielk · (login for full post details)

Heya @Silvester17

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

Silvester17 · (login for full post details)

danielk

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

kishisaki · (login for full post details)

What amazing handy tool this one is, thanks guys

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