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Data for backtesting question

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    Data for backtesting question

    Hello,

    How far back does intra day data go for NT7? I have backtested two years on NT8, but I have not been able to test more than one year on NT7.
    Also, how to I roll contracts properly? I have followed the rolling contract instructions, but when I pull up the strategy analyzer, it still shows ES 09-19. And the back test stops on 09/2019. I have not been able to back test past that point. I've clicked the contract specifically, clicked edit, and changed the contract expiry to 03-20, but it still does not work.

    #2
    Hello franco12364,

    Thanks for your post.

    The data available would be the same between NT7 and NT8 if you are using a connection which uses our historical data servers. Tick data is available for about a year, and minute data is generally kept as far back as 2006. Previous contract months will be merged following the Merge Policy. (Tools > Options > Data > Historical chart data) MergeBackAdjusted will merge previous contract months and adjust them to the front month.

    Rollover instructions for NT7 are included below.
    • From within the NinjaTrader Control Center window select the menu Tools> Instrument Manager
    • Highlight the contract you wish to rollover on the left side of the Instrument Manager window
    • Press the '>' button (the instrument will disappear from the list)
    • Press the '<' button and the instrument should re-appear with the front-month expiration date
    • Select 'OK'
    • Select the updated contract in the Instrument drop-down menu within your currently opened windows (Charts, SuperDOMs, etc).
    I have provided a link below to our Help Guide that goes over rolling over a futures contract.Please ensure that you are using MergeBackAdjusted or MergeNonBackAdjusted to load previous data when viewing the front month. I would then suggest testing to make sure you can load that data by restarting, connecting, opening a new chart, selecting the current front month, and loading the data that your would like to backtest. If you the chart loads the data, it will be available in the Strategy Analyzer. You may also right click on a chart and select Reload All Historical Data to reload the data on the chart.

    I look forward to being of further assistance.

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