Backtesting issue

[Antony]

Hi,

I would like to back test the strategy, in Ninjatrader platform, I have 1 Min’s interval data from 01-01-2010 to 10-02-2016 for the futures symbol FDAX in txt file and imported into Ninjatrader. The current symbol is FDAX 03-16
When I backtest this strategy with 5-minute bars for about 2 years back, it shows the first day as 20th Dec 2015 for me. How can back test the strategy for the period 01-01-2010 to 20-02-2016. Please help.

Thanks!!!
Antony

[NinjaTrader_PaulH]

Hello Antony,

Thanks for your post.

It sounds like you may have your contract merge policy set to "do not merge". If this is the case then you may want to select one of the other two global options. Here is a link to the relevant helpguide sections:

http://ninjatrader.com/support/helpGuides/nt7/?data_tab.htm

http://ninjatrader.com/support/helpG...rical_data.htm (last section explains well)

Note: The global options are overridden by any instrument specific merge policy so if you have changed the merge policy on a per instrument basis, that will override the global settings.

[Antony]

The ES roll over from 'ES 12-15' to 'ES 03-16' on the 12/10/2015, Is it possible to get the historical roll over dates?

[NinjaTrader_PaulH]

Hello Antony,

Thanks for your reply.

Yes, you can find the rollover dates for any instrument (that rolls over) in the instrument manager. In the instrument manager (Tools>Instrument Manager) in the center section you search then select the instrument of interest, click the "edit" button then in the edit window select the Misc tab, scroll to the bottom and click on the (...) button in the contract months. Please see: http://ninjatrader.com/support/helpG...nstruments.htm (specifically the Misc tab).