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Backtest does not reflect changes in Rollover date

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    Backtest does not reflect changes in Rollover date

    Hi,

    If I run backtest,
    • then remove some Contract months (I found one invalid in NT8, like 04-17 for 6E)
    • and re-run backtest -> then backtest does not reflect previous change.
    • It runs old backtest with invalid contract month.


    Wrong behavior:
    Backtest uses old invalid values values and does not reflect current changes in Contract months


    I had to restart NT8, to reflect Contract month changes in backtest.

    Expected behaviour is:
    Before running backtest -> it should load fresh values of Contract months


    Caching obsolete values should not be done anywhere.
    Maybe I just found one case, but there are many other values, that use invalid
    old cached values, withou reflecting last changes in various NT8 settings.

    How you can reproduce this:
    1. Add one invalid contract month - like 6E 04-17 with rollover date 28.2.2017.
    2. Then run backtest. Because of invalid contract month, traes until 10.3.2017 will be skipped.
    3. Then remove that invalid contract month
    4. Click Run button on same backtest. Expectation is, that one could get different results, because trades from 28.2.2017 - 10.3.2017 would be taken. But it does not happen, and you will get the same old results = which means, changes in Contract months were not reflected.

    #2
    Hello misova,

    Any deep change like symbol map or contract deletion that could effect already running subscriptions require a restart.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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