Testing the same strategy on a continuous future

[pablo_lasuncion]

I would like to test a long term strategy on a continuous future (that is, for instance, the DAX Future ending in march 07 + the the DAX Future ending in jun 07 and the DAX Future ending in september 07). How can I do that? Is there a way to the put together the data of those 3 instruments (3 months data each)?

Thanks for your help to a foreign newbbie!!

[NinjaTrader_Ray]

Which historical data provider are you using?

[pablo_lasuncion]

Reply

My connection is through AMP Futures, Zen-Fire.

Thanks

[NinjaTrader_Dierk]

Unfortunately there is no continuous contract data provided. You could merge historical data into one instrument by Tools->Historical data->Merge.

[pablo_lasuncion]

Reply

Hi!

Thanks for your comment. I have tried a few times to merge 2 dax futures and my computer collapsed. It seems a better idea to export the data of those futures to a ".txt" file, put it all together and then import it. I have tried that but I get some problems importing it. I receive the following log message "Unable to import file C/Ninjatrder/... Instrument is not supported by repository."

By the way, can you mention the name of those companies who provide continuous future information? Do they provide historical information of more than 6 months (Zen-Fire seems to only have 6 months of historical data)

Thanks again!

[NinjaTrader_Ray]

eSignal
DTNiQ

provide continuous contract data for charting/backtesting only.

The problem you get when importing is that the name of the file does not match to a valid instrument.

If the name of the file is "FDAX 12-07.txt" you need to make sure that FDAX 12-07 exists as an Instrument in the Default list of the Instrument Manager.

[arilano]

how do i setup my instruments to backtest on the continuous data instead of the current contract i am mainly interested in the dax and eurostoxx and i have eSignal as a provider

thank you

[NinjaTrader_Ray]

Add a symbol to a list such as "ES ##-##" in the instrument manager instead of "ES 12-07". "##-##" can be selected as part of the expiry drop down list.

[ctrlbrk]

I'm new to Ninja and also new to futures.

I am using eSignal. How can I get Ninja to look at a couple years worth of results for ES (S&P emini)? I mean do I have to individually list ES 01-08, 02-08, 03-08 etc etc etc, or there has got to be a better way I am missing.

I tried the ES ##-## but that did not work, it only gave about 3 most recent months of data.

Thanks.
Mike

[NinjaTrader_JoshP]

Hi Mike,

You can merge your contracts. Please see this link: http://www.ninjatrader-support.com/H...eV6/Merge.html

If you are only pulling 3 months from ##-## that means eSignal only provides data for that many months. As you move forward, the data will be saved into NinjaTrader's database and you will be able to have a longer history.