Historical Data: same days in different instruments

[banteka]

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

[NinjaTrader_Jason]

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.

[banteka]

Thank you Jason.