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Market Replay for few months for CL as continuous contract?

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    Market Replay for few months for CL as continuous contract?

    Probably this question has been posed multiple times, and the way I understand it works - if I want for example to test my strategy against few months for let's say CL, I need to run it for 1 month for one contract, then at rollover date change it to the next contract and resume replay, etc... And there is no way to put CL ##-##. NinjaTrader also won't auto-merge data for last CL contract for few months in replay data.

    Is there any tricks / workarounds to backtest few months of CL without having to change instrument during backtest/replay?

    Thanks

    #2
    There is no workaround for this in the platform, but I encourage any other users who have experience with this scenario to share any hints or tips you may have.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      There is no workaround for this in the platform, but I encourage any other users who have experience with this scenario to share any hints or tips you may have.
      Solution I found was to use MarketReplay.Net - it supports continuous contracts for tick data up to 1 year.

      Hope it helps someone...

      Thanks

      Comment

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