Backtest data on continuous contract?

[Lynmark1]

When you are back testing a front month contract and set the date back to the beginning of the year (10 months), what data from which contract is it gathering?

[NinjaTrader_Bertrand]

Lynmark1, that would depend which contracts you're working with in NT, per default the regular contracts are using NT's internal continuous contract features with the rollovers at contract boundaries used as per the Instrument Manager (Misc > Contract Months) settings we have setup. Those dates of course can be changed if you want to backtest on a custom continuous contract. The different merge policies offered (so if to adjust the data for premiums or not) are explained here in the last section - http://www.ninjatrader.com/support/h...rical_data.htm

If you're using one of the ##-## symbols then you would access provider natively generated continuous contract data, not every provider would support this though.