Backtesting a contract beyond its start date?

[ldvinvestments]

Dear Support,

I'm backtesting a trade on the NQ for 1 year. I don't understand how this works properly when a contract only has a 3 month life. Can you provide some illumination on this one?

Thanks,
John

[NinjaTrader_RyanM1]

Hi John,
For backtesting a years worth of data, you should consider working with continuous contracts. These are singular instruments that combine multiple contract months.

NinjaTrader has continuous contracts built-in through the available merge policy. Merged contracts are turned on by default and will automatically merges prior contracts into the front month. You can learn more about NT's merge policy here (Understanding merge policies):

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

Some data providers also supply continuous contracts through the ##-## expiration.