Historical Data -A Question...

[The Moog]

Hello,

Say for back-testing strategies and other testing situations you had the following choices...

If historical 1 minute data was available from a supplier and you had a choice of how that data was presented out of the following 2 methods which method would be best?

a. The actual data,in ntd format including the 1 minute and the daily data but the user would have to use the merge policy settings for dealing with continuous back-adjusted streams in that manner? OR

b. The continuous data in ntd format again including 1 minute and daily files, lets pretend 5 years worth, already rolled, so no need for merge policy? In this scenario I'm seeing that you would have to create a customised instrument in the instrument manager where the "front month" when the continuous data got created was the name given to your instrument.

Would it be best with a or b?

What simply would be the superior method for people? Would any of the choices above be unworkable at all?

Thank you.

[The Moog]

Update to profound data question?

OK I saw the ##-## for continuous data and get that.

But the question remains, what would Ninja users prefer historic 1 minute data presented in?
either

actual contracts where they have to do all the work, eg merge policy roll settings, off-sets and all the drama etc etc

or a continuous contract from inception until now where the supplier allowed you to choose your own roll series eg HMUZ and your own roll dates in advance of sending you the data for use as a ##-## contract?

Thanks

Anyone with any responses?

[NinjaTrader_PatrickH]

Hello The Moog,

Thank you for your post and welcome to the NinjaTrader Support Forum.

Glad you were able to find the Continuous contract in NinjaTrader and you are aware of the function and use of Merge Policies in NinjaTrader. This item is a preference item and is directed at our users, this thread will remain open for any other users to comment.

Thank you for posting this item and good luck trading from all of us at NinjaTrader!