Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
New contract expiry date giving different backtesting results
Collapse
X
-
New contract expiry date giving different backtesting results
Before Christmas, I backtested a strategy using CL 01-16. When I got back, I tried backtesting the same strategy with the same range, but before I did that I changed the contract to CL 02-16. Then I noticed the results were different. I tried backtesting both the contracts at the same time to confirm this. My question is, why would I get different results, and which results should I use for planning?Tags: None
-
Hello nchicken,
Thank you for your post and welcome to the NinjaTrader Support Forum!
Both contracts are technically different instruments and were trading at different prices. If you select one versus the other for a certain period you may get different results.
For information on Futures Contracts please visit the following link: http://www.investopedia.com/terms/f/futurescontract.asp
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Wessel, 03-23-2024, 02:37 PM
|
3 responses
21 views
0 likes
|
Last Post Today, 04:58 PM | ||
Started by martini, Yesterday, 04:45 PM
|
4 responses
30 views
0 likes
|
Last Post
by martini
Today, 04:48 PM
|
||
Started by catinabag, 04-13-2023, 05:46 AM
|
34 responses
1,459 views
0 likes
|
Last Post
by mcosta72
Today, 04:44 PM
|
||
Started by adeelshahzad, Today, 11:49 AM
|
6 responses
23 views
0 likes
|
Last Post
by mcosta72
Today, 04:35 PM
|
||
Started by sidlercom80, 05-05-2020, 07:20 AM
|
4 responses
304 views
0 likes
|
Last Post
by Bidder
Today, 04:35 PM
|
Comment