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Ninjatrader 7 backtest 3 years.

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    Ninjatrader 7 backtest 3 years.

    Hello all,

    I would like to backtest my strategy for the last 3 years. I ask myself what to write as Symbol for the CL? should I backtest month after month and change the symbol (example: CL 03-12 backtest 1 month, then CL 02-12 backtest 1 month and so on...) or will ninjatrader know that he need to change himself the symbol??

    Thanks for answer.

    Frederic

    #2
    Hi Frederic, what datafeed provider / broker would you be using here to get the data from?

    Some would offer continuous contracts for testing directly, but NinjaTrader does also offer those per default.

    Please see the last entry of this helpguide article for the different merge policies we offer for creating continuous contracts on NT - http://www.ninjatrader.com/support/h...rical_data.htm
    BertrandNinjaTrader Customer Service

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      #3
      Hello Bertrand,

      thanks for information. Actually i use Zen-fire demo account. I simply created the zen-fire account as described in ninjahelp. is there anything to change or will my cl contract change symbol automatically?

      Frederic

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        #4
        With the default settings used in NT, it would create a continuous contract to backtest on for you.
        BertrandNinjaTrader Customer Service

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          #5
          this means, if i understand you right, tha ti can give: CL 03-12 and say: date today to 01.01.2010 and it will change the symbol automatically without that i have to change anything. right?

          Comment


            #6
            Correct, if you backtest over the boundaries of the current contract it would merge the older contracts together for you, so it takes then CL 02-12, CL 01-12 etc....going back to your start date in the settings.
            BertrandNinjaTrader Customer Service

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              #7
              thanks for information Bertrand. I will now make my backtest

              Have a good day.

              Frederic

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