Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
backtesting
Collapse
X
-
Hello abdullah,
NinjaTrader is setup by default to load historical data for the expiry month that was the front month upon backtesting. I assume 'Global merge policy' is set to 'Merge back adjusted' at Control Center-->Tools-->Options-->Market data.
Historical data is loaded as per the rollover dates setup. You can find rollover dates in NinjaTrader 8 as follows.
Go to Control Center-->Tools-->Instruments.
Double click a futures instrument.
Scroll to the bottom in the new window that opens up.
Click the Contract months field and another window opens up.
The new window shows all expiry months and their rollover dates.
For example, the ES uses the following rollover dates:
12-17 - September 7th 2017
09-17 - June 8th 2017
06-17 - March 9th 2017
03-17 - December 8th 2016
This means that between September 7th and June 8th, historical data for the 09-17 expiry month is loaded. 06-17 historical data is loaded between June 8th and March 9th and so on.JasonNinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by FrancisMorro, Today, 03:24 AM
|
0 responses
1 view
0 likes
|
Last Post
by FrancisMorro
Today, 03:24 AM
|
||
Net Change
by Segwin
Started by Segwin, 05-07-2018, 02:15 PM
|
10 responses
1,770 views
0 likes
|
Last Post
by Leafcutter
Today, 03:01 AM
|
||
Change colour of Stop market and limit orders to red and green via indicator script
by Rapine Heihei
Started by Rapine Heihei, 04-23-2024, 07:51 PM
|
2 responses
31 views
0 likes
|
Last Post
by Max238
Today, 02:25 AM
|
||
Started by Shansen, 08-30-2019, 10:18 PM
|
24 responses
944 views
0 likes
|
Last Post
by spwizard
Today, 01:29 AM
|
||
Started by Max238, Today, 01:28 AM
|
0 responses
11 views
0 likes
|
Last Post
by Max238
Today, 01:28 AM
|
Comment