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Rollover Tools
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Created: by Silvester17 Attachments:8

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Rollover Tools

  #1 (permalink)
Market Wizard
Columbus, OH
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
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Rollover Tools

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:

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Attached Files
Register to download File Type: zip RolloverIndications.zip (3.5 KB, 225 views)
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  #2 (permalink)
Elite Member
Ireland
 
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: CL GC FDAX
 
Posts: 118 since Jul 2012
Thanks: 85 given, 48 received

Rolloverindications.cs 09/11/2012 07:38

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
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
Thanks: 4,579 given, 10,313 received



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)
Elite Member
Ireland
 
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: CL GC FDAX
 
Posts: 118 since Jul 2012
Thanks: 85 given, 48 received

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
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
Thanks: 4,579 given, 10,313 received


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:

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what you can do is an instrument reset.

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

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  #6 (permalink)
Elite Member
Ireland
 
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: CL GC FDAX
 
Posts: 118 since Jul 2012
Thanks: 85 given, 48 received

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

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  #7 (permalink)
Market Wizard
Las Vegas, NV
 
Futures Experience: Advanced
Platform: Abacus, Slide Rule, HP-65, Metastock, TOS, NT
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aligator's Avatar
 
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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
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
Thanks: 4,579 given, 10,313 received


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)
Market Wizard
Las Vegas, NV
 
Futures Experience: Advanced
Platform: Abacus, Slide Rule, HP-65, Metastock, TOS, NT
Favorite Futures: Futures
 
aligator's Avatar
 
Posts: 3,424 since Aug 2010
Thanks: 1,053 given, 5,822 received
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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)
Banned: Piracy
Magadan Russia
 
Futures Experience: Master
Platform: NT
Favorite Futures: FDAX
 
Posts: 79 since Nov 2010
Thanks: 17 given, 14 received



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:

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

Hi Silvester,

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

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