I've updated this indicator to use a different approach. It now shows daily volume of various contracts months for an instrument. Highlights the contract with the highest volume, if another contract has higher volume then that on the chart. When this happens, then it's time to rollover.

‐ Make sure you choose an explicit session template for the chart. Do not choose
‐ Make sure at least 3 valid future contract months are defined in your Instrument Manager default instrument list
‐ Add an optional comma separated list of future contracts for your instrument in 'Contracts List' parameter Ex: "CL 01‐12, CL 02‐12, CL 03‐12". If blank, the next 3 future contracts will be used. These contracts must be defined in your default instruments list
‐ Add the current contract name to the parameter 'Current Contract'. If blank, the current chart contract will be used.

The indicator requires that your broker sends daily volume data as a separate message. I use it with Mirus and Interactive Brokers. I don't know if all brokers do this.


This indicator uses un‐supported code, namely using variables in the Add() method. This may have unpredictable results in NT behavior, like a frozen chart. I have put in code to try to prevent this, and tested successfully with various instruments. I can't guarantee this for every instrument and every configuration, so please test in your environment before using live.

Created By monpere
NinjaTrader Version 7
File Size 3.9 KB
Create Date 10/20/2012
# of Downloads 749

Importing to NinjaTrader 7 is Easy!

To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:

  1. Download the app or add-on file to your desktop
  2. From the NinjaTrader Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file from your desktop


Visit the NinjaScript File Sharing discussion in the NinjaTrader user forum to interact with fellow traders and the NinjaTrader support team.