Expired Futures Contract to Current Extended Strategy Testing

[hdemet]

I know this must be possible but can anyone advise on how to backtest a strategy on a Futures contract that is now expired? (seem to be having great difficulty with this)

eg For ES June contract I plot a new chart and apply my strategy and run it in SIM mode and analyze the results

However what I would like to do is have a chart with the March 2013 and also Dec2012 ES contracts too so that it appears as a continuous chart over the past 100 days (say) and then run my strategy in SIM mode to see how it would ahve performed over a longer period of time

Alternatively would be more than happy to just load up a chart of an expired past contract and just test that seperately but again cannot seem to be able to make a new chart with just older data

Any assitance would be gratefully received

BTW I run Nonja Trader in conjunction with IB and their TWS

[NinjaTrader_PatrickH]

Hello hdemet,

Thank you for your post.

You can use the Strategy Analyzer to backtest your strategies on older expiries (make sure to select the correct From and To dates). For information on backtesting in the Strategy Analyzer please visit the following link: http://www.ninjatrader.com/support/h...a_strategy.htm

On your charts you can see the previous contracts even on the current expiry by going to the NinjaTrader Control Center > Tools > Options > Data > Merge Policy > MergeBackAdjusted or MergeNonBackAdjusted > OK.
For information on Merge Policies please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if you have any questions.

[hdemet]

Many Thanks

My main problem now is getting all the historical data as IB have restrictions on how much I can get at any given time

[alexstox]

Hello. How to get chart or EOD history for CL 12-15 futures?

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for you post.

The 12-15 would require setting the PC Date Time far enough back to see that expiry, then adding that expiry to your Instrument List.

Please use the steps below to add the previous contract:

• Close NinjaTrader.
• Open the Windows Control Panel
• Select Date and Time
• Press 'Change date and time...'.
• Set the date that would be far enough back to see the needed expiry.
• OK > OK.
• Start NinjaTrader.
• Go to Tools > Instrument Manager > locate your instrument > select the expiry > select the '<' left arrow to add the instrument and expiry to the Default Instrument List > OK.
• Close NinjaTrader.
• Open the Windows Control Panel
• Select Date and Time
• Press 'Change date and time...'.
• Set the date back to the current date.
• OK > OK.
• Start NinjaTrader.

Please let me know if you have any questions.