I would like to backtest and optimize a strategy in your Strategy Analyzer on a continuous futures contract.
Is the "Understanding merge policies" section of this link
the instructions I should use in order to make a continuous futures contract that can be used for this purpose?
I ask, because I'm not sure if making a continuous futures contract to be used in your Strategy Analyzer is different then making one that can be used for live trading.
Thanks
P.S.
Not sure if this changes anything, but I got historical data I'll be using for this via downloading it from your CQG Continuum connection.
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