NT7B6 not possible to add older instruments

[keepitcool]

Hi,

In NT7B6 in the instrument manager is not possible to add older instruments like:
ES03-08 ou ES06-08

Those Expiry dates simply aren't available.
The Expiry available are only from 12-08 to 03-12

Regards,
KeepItCool

[NinjaTrader_Ray]

It is not possible to add older contracts to the Default list however, you can chart older instruments.

Just type into a chart "ES 09-07" excluding quotations --> I believe this should work provided your data provider can provide data this far back.

[keepitcool]

Hi Ray,

Thanks for your reply.
I don't want to chart older instruments, I want to add them so I can download historical data and do some backtesting.

Isn't possible to add more instruments so I can download historical data ?

Regards,
Adriano

[NinjaTrader_Ray]

Are you wanting to backtest each individual contract month or, do you want to backtest the a merged/back adjusted data set (continuous contract) ?

[keepitcool]

I just want to test each quarter separatelly :
ES 03-08
ES 06-08
ES 09-08
...

[NinjaTrader_Ray]

I see...

Unfortunately there is no easy way around this limitation. Interesting enough, this is not possible in 6.5 either. I will add this as a feature enhancement request to my list.

[gregid]

Use on-the-fly method

keepitcool: You can use a workaround - use "on-the-fly" method to add your old instruments - check post #9 in this thread:

http://www.ninjatrader-support2.com/vb/showthread.php?t=19524&highlight=on-the-fly

Hope this helps

[keepitcool]

Ray :
In NT7 it should be possible to have more then 1 year of expire dates. You say there's no easy way to add that, is there a difficult way ? :-)
In fact, just now when the year as passed to 2010, the expire 12-08 is no longer available, but I have it in the historical data because it was added last year.
A simple question : if I have historical data from 2007 or 2008 how can I use it to backtest in NT7 ?

gregid :
Thanks for your suggestion!
Unfortunately that "on-the-fly" method doesn't seem to be working on NT7B6.

[NinjaTrader_Ray]

Not possible to backtest at this time the older data. I have this on my list.

[keepitcool]

Ok, I've found a way to workaround to this issue.

In fact it's pretty simple! :-)

Just go and change your PC date to a older date, for example 01 January 2009.

Open NT7, then add the older instruments you are interested.
In my case :
ES 03-08
ES 06-08
ES 09-08
...

Close NT7 and change your PC date to the current date.

Open NT7 and just go to historical data manager and download the data for the old instruments you just added! ;-)

With that data you can now go and back test older instruments ;-)

Hope it helps others!

[NinjaTrader_Ray]

Thanks for posting this creative solution.