mergebackadjusted and available data questions

[nicknamed]

Hi NT support,
Question 1:
I would like to run market replay data (MRD) test on TF 03-11 till now (03-12), I have all contract months downloaded. When I connect to MRD, I see I have available data for all this period. I have read NT support forum messages as well as in the help that NT should be capable of creating one continuous contract if it got data, correct?
I have mergebackadjusted selected, deselected to connect to historical data server as I guess it is not needed. So why if I connect and run MRD - check the attached image - the NT does not make any trade using my strategy that makes a lot of trades daily in the first two days of available data. I just need it to run on the last available contract month and having all previous data, the NT should trade on those contract months too, correct? If not with this setting, please tell me what are we doing wrong. Thank you

Maximum bars look back - can it be influenced by this?

Question 2lease check the image and tell me where is the file for TF 06-11 the available data window tells me about. It is not in the directory and I deleted all cache memory (it used to be there and I run tests on that date, but not now). So why available data window thinks the data are still there?

Thanks
Nicknamed

[NinjaTrader_Cameron]

Hello nicknamed,

Thank you for your note.

With Market Replay, you will need to specify the instrument you are viewing. This includes Futures contracts and using the correct expiry.

This means, if you wanted to view the TF 03-11 data, when looking at the correct dates, you will need to set your charts to TF 03-11. Moving forward, when the contract/Market Replay data switches to TF 06-11, you would then need to manually update the instrument on your charts.

This is similar to viewing data in real time.


#2 - As shown in your screen shot, this is showing the day of contract roll over. So the TF 06-11 is ending and the TF 09-11 is beginning.

[nicknamed]

Cameron,
1/ I was refering to continuous contract as you (NT) were refering in the help file.
In chart, yes, that is true, but how that works with enabling strategy in the strategy tab without the chart being opened?
2/ that would suggest that dates are sifted by one, but that is not true for other contract months I have in available data.. so sorry, but this answer does not help as then it does not explain with other contracts..so there must be something else I guess.
N.

[NinjaTrader_Cameron]

nicknamed

1) Could you clarify, do you want to run a strategy on your entire market replay data? If this is the case, you need to change the contract front months as the contract expires.

2) I only see a 1 minute difference between the 06-11 and 09-11 contracts. This shouldn't be an issue, you would need to change the front months when this time comes up.

If the Market Replay data you have starts and stops at certain times, there is no way we can change this. You can try to redownload it from our servers, however this data may be very old and might not be available to download.

If the downloaded data is the same, then that is what was recorded to the server when the data was coming in as live data.

[nicknamed]

Cameron,
1/ in your help is written "
Merge Policy
The Merge policy option can be found in the Data tab of the Options menu and sets how NinjaTrader handles the merging of historical data for futures contracts.

MergeBackAdjusted
Selecting this option uses data from each individual expiry month across the time span of the historical data requested. Offset* values will also be used to back adjust the historical data to match the next front month.

For example: If requesting a chart of the ES 09-10 from June 1st through July 1st, two contract months were the front month during that time span (06-10 and 09-10). The 06-10 data will be merged with the 09-10 data and an Offset value will be used to connect the last 06-10 contract data point with the first 09-10 contract point. The result is a continuous chart of ES front month data for the dates selected.

*More information on Offsets can be found in the Editing Instruments section of the Help Guide.
"

so in fact I want this continuous contract. Based on my previous question, please explain me what is the issue I do not understand. You say I need to change contract month to test it, but in your help it is written I can create continuous contract and I want such thing. Please explain where is the problem/issue i do not understand, as from the point I see it, I see a strking contradition between what you say in the post and what is written in NT help.
Thank you
N.

[NinjaTrader_Cameron]

nicknamed,

The Merge Policy only affect historical data. If you load Market Replay data it will only merge the historical data that appears in the chart.

This is the same as if working with real time data. The chart will appear historically as continuous data.

Are you looking to run a strategy on the entire previous year of the TF instrument in Market Replay?