Saturday, April 27, 2024 6:37:40 AM

Can't build on multi period futures contracts

Phillip

Total Posts: 4

Posted: one year ago

#29 Quote

Hi,

In your video you use ES ##-##. I've tried that. I've downloaded the data.
It doesn't work.

2022/05/27 13:49 | ES ##-## |
2022/05/27 13:49 | ES ##-## | Deep Signal Library Version 1.1.2.371
2022/05/27 13:49 | ES ##-## | NinjaTrader Version 8.0.26.0
2022/05/27 13:49 | ES ##-## | Done reading data for ES ##-##

That's it. I've tried restarting and standing on my head and a few other things.

If I select ES 06-22 it works.
Are there any other config I can enable for more detailed logging?

Admin

Status: Moderator
Total Posts: 24

Posted: one year ago

#30 Quote

Hi Phillip,

Does your data feed support ES ##-##? Some don't unfortunately, but NinjaTrader should be able to create continuous contracts for you. If you can run one of the sample NinjaTrader strategies like SampleMACrossOver and see trades you should be able to use DSTCreateModelTest or DSTPredictModelTest. Both of these rely on the same data that you would for any other strategy.

Creating machine learning models does require a fair amount of data though. If you are using 1 minute bars you may need at least 1-2 years of contract data to create a good model.

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