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Backtesting continuos

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    Backtesting continuos

    I need check a backtesting with differents quarters with the same future (for example, Mini S&P future). How can I access to the continuos future of this product so the backtesting can be applied to the total period?

    Thanks in advance.

    #2
    Hello,

    There are a couple options available to you when handling previous contracts. Some data providers will allow you to use the continuous contract example ES ##-##

    However with many of the data providers you will need to choose how to handle the merge process by going to tools -> options -> Data tab -> set the merge policy

    DoNotMerge: historical data is not merged
    MergeBackAdjusted: NinjaTrader automatically merges and back adjusts historical data
    MergeNonBackAdjusted: NinjaTrader automatically merges, but does not back adjust, historical data

    http://www.ninjatrader.com/support/h...l?data_tab.htm

    If you choose either one of the merges you will be able to perform you backtest using the current ES contract. As of today this would be ES 09-13

    When you run the backtest over several months or years it will merge the prior contract data onto the current. Depending on your settings it will adjust the historical data or merge it without adjusting.
    LanceNinjaTrader Customer Service

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