Is it possible to backtest futures over multiple months?

[smt52]

Hi,

TradeStation has a useful feature: you can backtest a future over multiple months. It automatically rolls the future forward for you each month based on parameters you set.

Is this possible with NinjaTrader? Or is NinjaTrader limited to backtesting only the upcoming month?

[NinjaTrader_RyanM1]

Hello smt52,

Yes, you can use continuous contracts in NinjaTrader. Some providers supply them natively and are accessed with the expiration ## - ##. If your provider does not supply them, you can have prior contracts automatically merged into the front one according to the merge policy set in Tools > Options > Data


Understanding merge policies