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Rollover Tools
Updated October 10, 2017
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Silvester17
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#1 (permalink )
Market Wizard
Columbus, OH
Experience: None
Platform: NT 8, TOS
Trading: ES
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:
The following 38 users say Thank You to Silvester17 for this post:
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#2 (permalink )
Ireland
Experience: Intermediate
Platform: Ninja Trader
Trading: CL GC FDAX
Posts: 120 since Jul 2012
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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
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,578 since Aug 2009
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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:
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#4 (permalink )
Ireland
Experience: Intermediate
Platform: Ninja Trader
Trading: CL GC FDAX
Posts: 120 since Jul 2012
Thanks: 89 given,
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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
Trading: ES
Posts: 3,578 since Aug 2009
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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.
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#6 (permalink )
Ireland
Experience: Intermediate
Platform: Ninja Trader
Trading: CL GC FDAX
Posts: 120 since Jul 2012
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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
Trading: Futures
Posts: 3,424 since Aug 2010
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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
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,578 since Aug 2009
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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
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#9 (permalink )
Las Vegas, NV
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#10 (permalink )
Magadan Russia
Posts: 79 since Nov 2010
Silvester17
Hi Silvester,
what the value of -5.75 in the yellow box stands for?
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#11 (permalink )
Market Wizard
Columbus, OH
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Trading: ES
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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.
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#12 (permalink )
Magadan Russia
Posts: 79 since Nov 2010
Silvester17
lower compared to what?LTD closure of the sept contract,high of the sept contract,etc?
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#13 (permalink )
Market Wizard
Columbus, OH
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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
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#14 (permalink )
London + UK
Experience: Advanced
Platform: Proprietary Analytics
Broker: Multiple broker + Multiple feed
Trading: Currently European and US equities
Posts: 443 since Dec 2013
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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
Experience: Intermediate
Platform: ThinkorSwim
Trading: Stocks
Posts: 7 since Aug 2011
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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
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
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,578 since Aug 2009
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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.
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#17 (permalink )
Stavanger, Norway
Experience: Intermediate
Platform: NinjaTrader
Broker: Ninjabroker, Continuum
Trading: ES, CL, Bonds
Posts: 665 since Nov 2012
Thanks: 905 given,
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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
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,578 since Aug 2009
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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
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#19 (permalink )
Chicago IL USA
Posts: 24 since Aug 2012
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What amazing handy tool this one is, thanks guys
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