Keeping Strategy Stats at Contract Rollover

[_Cujo]

Hi,

When I roll futures to new front month contract all my stats on that strategy in my live account are lost.

Is there a way I can keep them? So, for example, strategy X, no longer has trade stats on ES 06-17, as it was trading ES 03-17 previously.

I'm keeping them in a manner, as I'm also running the same strategy on a continuous contract, so strategy X also on ES ##-##.

However, since X on ES ##-## is sim account and X on ES 06-17 is a live account, they're "sort of" the same, but sometimes pretty big deltas...

How can I keep my strategy stats at rollover?

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

Just to clarify, where in the platform are you seeing lost statistics after rolling over?

[_Cujo]

If I right click on the graph I am running the strategy on, or on the strategy in the strategies tab in the control enter. The strategy performance window.

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

The strategy performance window would be different after contract rollover, as the different contracts would be traded separately. As you mentioned, the continuous contract could be used in this case but there may be some differences there. I'm not aware of a way around this, but I will do some further investigation to be certain and follow up here with any workarounds.

[_Cujo]

Hi DrewO, ok, thanks for the feedback.

It's a pity there's no way to keep a strategy's stats over a contract's rollover.

Thanks for checking it out.