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Run strategy over continuous DXY futures data

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    Run strategy over continuous DXY futures data

    Hi

    I'd like to backtest one of my strategies on a continuous dollar index futures data set if possible. Please can you let me know if this is possible with any of the data connections available? I'm using NT8

    Thanks in advance...

    #2
    Hi Gav_G, thanks for your question.

    You can give the strategy analyzer the most recent contract (e.g. NQ 06-20) and NinjaTrader will stitch together the previous contracts based on the Merge Policy you have set in the options. Some data providers do support the continuous contract.

    CQG/NinjaTrader Continuum and Interactive Brokers are some of the providers that do not support the continuous contract. Kinetick and IQFeed can. If you have a specific broker you are interested in I can check if the continuous contract is provided with their data feed.

    I look forward to hearing from you.
    Chris L.NinjaTrader Customer Service

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      #3
      Thanks Chris. can you let me know how to change the merge policy in the options? where are these options?

      Comment


        #4
        Hello Gav_G,

        Merge Policy is set in the Control Center under Tools > Options > Market data. For complete description on the different settings, please see the documentation page below.

        https://ninjatrader.com/support/help...rge_policy.htm

        We look forward to assisting.
        JimNinjaTrader Customer Service

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