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**LightWeight** · 06-27-2014, 02:21 AM

Originally posted by NinjaTrader_Jason View Post

When set to DoNotMerge, the ZS will not merge historical data from previous expiries anymore. So if you backtest the ZS 08-14, it will only load data from the 08-14 expiry.

The workaround provided by Harry will still merge historical data as per the rollover date you choose.

I see. In that case, how do I find the roll over dates and the settlement price for those dates, in order to manually set the offset? I've never tinkered with any offsets before and am unsure how to do that properly.

**NinjaTrader_Jason** · 06-27-2014, 02:32 AM

Please create ZS 07-14 and ZS 11-14 charts with merge policy set to DoNotMerge. Navigate to the day prior to the rollover date you choose in both charts. Check the last price for that day and manually calculate the offset.

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