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Feature request: Set Merge policy for each backtest

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    Feature request: Set Merge policy for each backtest

    Hi,

    I have one practical feature request, to improve Strategy Analyzer.

    We need to set specific Merge policy for each backtest.

    Why we need this:
    There are various types of strategies - each one of them requires different merge policy.
    • one strategy requires exact historical prices - for example strategy, that trades round numbers. Such strategy needs to use MergedNonBackAdjusted or NotMerge policy.
    • another strategy required continuous bars, because it evaluates patterns. It does not depend on exact historical prices, but requires continuous bars, without gaps between rollovers. So this strategy needs to use MergedBackAdjusted policy for merging historical constracts.


    This is why we need to select to add a dropdown-choice (combo-box) form component to select one Merge policy for the backtest. Rational default would be value of MergeNonBackAdjusted or the one inherited from Global merge policy settings.

    #2
    Hello misova,

    I have submitted this feature request alongside your request to set the merge policy on a per-chart basis for charts, as it is very similar. I will be replying to both of these feature requests in this thread,

    http://www.ninjatrader.com/support/f...ad.php?t=89346


    Please let us know if there is any other way we can help.
    Last edited by NinjaTrader_JessicaP; 09-12-2016, 07:01 AM.
    Jessica P.NinjaTrader Customer Service

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