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Backtesting older contracts

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    Backtesting older contracts

    Does anyone know how I can backtest a strategy of an older contract. For example. We just finished the 09-09 contract. How can I backtest through the contract cycles back two or three years? When I was backtesting the 09-09 it would only allow me to go back to the 06-09 contract and no further. There has to be a way to backtest the ES for multiple contract periods and or multiple years. Anyone got any tips?

    Thanks,

    Mike

    #2
    Hi Mike, after a quick search it looks like this topic was recently covered here.
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