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Market Replay data for one year playback

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    Market Replay data for one year playback

    I would like to test my strategy for a one year market replay playback.
    How can I achieve this for the 6E future as the future contract has roll-overs during the one year period. I know how to download market replay data, but have no clue how I can create a set of data that allows me to run a single market replay test from e.g. 01-jan-2012 to 31-dec-2012 on the 6E future.
    Regards,
    Mike

    #2
    Hello Mike,

    Thank you for your post.

    You will need to switch to the correct contract expiry month during Market Replay. There is no method to play through the data continuously.

    You can use the Strategy Analyzer to test your strategy on the historical data of a contract going back a year through the previous contracts. For information on the Strategy Analyzer please visit the following link: http://www.ninjatrader.com/support/h...y_analyzer.htm

    Please let me know if I may be of further assistance.

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