• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Market Replay for few months for CL as continuous contract?

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    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

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by dmackay41, Today, 12:38 AM
      3 responses
      8 views
      0 likes
      Last Post dmackay41  
      Started by cwolters, Today, 12:18 AM
      0 responses
      2 views
      0 likes
      Last Post cwolters  
      Started by trdmark, Today, 12:13 AM
      0 responses
      8 views
      0 likes
      Last Post trdmark
      by trdmark
       
      Started by istock999, Yesterday, 10:14 PM
      0 responses
      0 views
      0 likes
      Last Post istock999  
      Started by nepenthean, Yesterday, 10:06 PM
      1 response
      3 views
      0 likes
      Last Post NinjaTrader_EricB  
      Working...
      X