Front Month Futures Contract

[MJUK10]

Would someone be able to explain to me how I create and backtest a continous front month futures contract?

Many thanks in advance.

Mark

[NinjaTrader_JoshP]

Mark,

All you need to do is go to Tools>Options>Data and ensure your merge policy is set to MergeBackAdjusted. Then just pull up a chart of your current front month for a year back and it will automatically create you continuous chart of all the old contracts too. Then you can backtest on that data.

[MJUK10]

Josh

Thanks for this.

I have a problem loading 12 months worth of data as IB won't let me load so much in one go. If there anyway of loading it in stages? i.e. will Ninjatrader store the data somewhere and add it in stages?

Thanks

Mark

[NinjaTrader_JoshP]

Mark,

Load it in several stages manually. Once loaded it is stored locally in NT's local data repository. When you pull up a chart for those old dates again it will not go off to IB but instead use your data repository unless you do something like "Reload historical data" which would be a data request again.

[MJUK10]

Josh

Would it be best just to load up each front month, when it is active, on its own and then open the most recent month, which presumably will use the saved front month data from the expired contracts?

Thanks

Mark

[NinjaTrader_JoshP]

Mark,

That would be one way you can do it, yes.