Backtesting a continuous contract data

[cunparis]

I created a continuous contract but when I backtest it doesn't work. Here's how I did it:

I exported CL 01-10 to text (tick data)
I imported it into CL ##-##
I then merged in other contract months up until July.
I exported @CL.C minute data from tradestation and imported that into Ninja

I opened a chart with minute data for the entire period - everything ok.
I opened a chart with range bars for the entire period - everything ok.

I backtest and I only get trades starting 11/20 which is exactly when the 01-10 data starts.

I think that only the data I exported and imported is working with backtesting, and the merged data isn't working.

Is there any reason that this wouldn't work? I'm really stuck on this.

Thanks

[NinjaTrader_Jason]

Hello cunparis,

Yes, most likely the merge did not process properly.

You can export all data and add it into a CL ##-##.txt file. Make sure the file contains correct data upon adding it together.

Subsequently, import this CL ##-##.txt file into NinjaTrader and try the backtest once more.

[cunparis]

Since I don't hold overnight I realized that there is no advantage to the merge. So I just exported all my contracts, renamed the files to CL ##-##.txt and then imported them. Seems to work juts fine.

Thanks