Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Market Replay for few months for CL as continuous contract?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Market Replay for few months for CL as continuous contract?

    Probably this question has been posed multiple times, and the way I understand it works - if I want for example to test my strategy against few months for let's say CL, I need to run it for 1 month for one contract, then at rollover date change it to the next contract and resume replay, etc... And there is no way to put CL ##-##. NinjaTrader also won't auto-merge data for last CL contract for few months in replay data.

    Is there any tricks / workarounds to backtest few months of CL without having to change instrument during backtest/replay?

    Thanks

    #2
    There is no workaround for this in the platform, but I encourage any other users who have experience with this scenario to share any hints or tips you may have.

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      There is no workaround for this in the platform, but I encourage any other users who have experience with this scenario to share any hints or tips you may have.
      Solution I found was to use MarketReplay.Net - it supports continuous contracts for tick data up to 1 year.

      Hope it helps someone...

      Thanks

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by TradeSaber, Today, 05:24 AM
      0 responses
      4 views
      0 likes
      Last Post TradeSaber  
      Started by neoikon, 12-05-2024, 03:00 PM
      6 responses
      31 views
      0 likes
      Last Post Joeteryse  
      Started by FaaZer, Today, 01:59 AM
      0 responses
      11 views
      0 likes
      Last Post FaaZer
      by FaaZer
       
      Started by Vikuno1, 11-04-2024, 01:28 PM
      9 responses
      62 views
      0 likes
      Last Post FaaZer
      by FaaZer
       
      Started by kenz987, 08-28-2019, 08:44 AM
      8 responses
      1,049 views
      0 likes
      Last Post FaaZer
      by FaaZer
       
      Working...
      X