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Past Expiry Instruments

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    Past Expiry Instruments

    Hey guys,

    I want to run backtests on the ES for an automated strategy I have. Currently when I go to the strategy analyzer, the only instrument I have is the ES 03-09....can I run backtests on this from 1-1-08 through 2-23-09....or do I have to go get the ES 03-08, ES 06-08, ES 09-08, and ES 12-08, and run the respective trading dates for each?

    As always, thanks for your time and your helpful answers (WAY better than Trade Station forums by the way I hear)

    Thanks,

    Jonathan Hansen

    #2
    Originally posted by jbhansen7 View Post
    Hey guys,

    I want to run backtests on the ES for an automated strategy I have. Currently when I go to the strategy analyzer, the only instrument I have is the ES 03-09....can I run backtests on this from 1-1-08 through 2-23-09....or do I have to go get the ES 03-08, ES 06-08, ES 09-08, and ES 12-08, and run the respective trading dates for each?

    As always, thanks for your time and your helpful answers (WAY better than Trade Station forums by the way I hear)

    Thanks,

    Jonathan Hansen
    Hello Jonathan,

    Thank you for your post.

    You will need to merge all of the past months into the current front month:
    Ray S.NinjaTrader Customer Service

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