• 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

Historical Data: same days in different instruments

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

    Historical Data: same days in different instruments

    Hello:
    Please, watch this picture:



    Pay attention to the red marks. They show three days of June 2014, 9th 10th and 11th, the three in two different instruments, one of them is YM 09-14 and the other one is YM 06-14.

    They both have days in common, the three days pointed above.

    My question is:

    When I decide to make a WalkForward Optimization in this instrument (YM) from June 1th to June 30th...

    Are data read TWICE and, consequently, the walkforward is done TWICE so the trades are repeated and the final results are not accurate and they are duplicate?.

    Regards

    #2
    Hello banteka,

    Data is not read twice. The YM is setup to roll over to the 09-14 expiry on 6/12/2014 in NinjaTrader. This means that historical data before this date is loaded from the 06-14 expiry.

    You can find the rollover dates as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight an instrument in the 'Available master instruments' section and click Edit. Select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. A new window will open up which will list the expiry months with the rollover date.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thank you Jason.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by terminatorT1000, Today, 06:40 PM
      0 responses
      2 views
      0 likes
      Last Post terminatorT1000  
      Started by Giudiver, Today, 04:29 PM
      0 responses
      7 views
      0 likes
      Last Post Giudiver  
      Started by mlarocco, 03-03-2018, 03:54 PM
      12 responses
      1,298 views
      0 likes
      Last Post SawDr
      by SawDr
       
      Started by TakingStock12, Today, 04:05 PM
      2 responses
      15 views
      0 likes
      Last Post NinjaTrader_ShawnB  
      Started by PageNotFound404, Today, 01:53 PM
      1 response
      14 views
      0 likes
      Last Post NinjaTrader_BrandonH  
      Working...
      X