I am trying to conduct a thorough backtest for a specific strategy on NQ futures, E Mini CME Nasdaq Futures..
I am testing this strategy using tick charts, 250 ticks per frame. These are relatively short periods since the NQ is so volatile, so its a very short term strategy.
For some reason, when I test this strategy using a particular futures contract, such as the current front month, NQ 12-18, it only goes back about 2 weeks. Granted, there are a lot of 250 tick bars in those 2 weeks, but shouldn't I be able to see all historical data?
My connection is newly established with IQ Feed, where I pay $45 per month for CME Emini data along with $80 per month base package.
I have made sure both my strategy and backtest settings are set to the same contract and 250 tick chart, I have also made sure the period matches the contract. For example, my range is set from 7/1/18 to 10/18/18 which is the current date.
Can anyone help with this. Also, is there an NQ1 contract that cumulatively merges the contracts into 1 contract? If so that might solve my problem. However, it still wouldn't explain me being able to only see 3 weeks worth of data on these tick charts.
Any feedback appreciated.
Matt
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