Continious futures contract?

[delta20]

I want to back test some strategies on futures in this case /CL oil

Is there a way to test on a continious contract instead of have to load the data for each different expiry /cl 2-13, cl 3-13 etc.......

Basically I would like to back test 6 or 8 months without switching contracts

Thanks in advance

Stefan

[NinjaTrader_PatrickH]

Hello Stefan,

Thank you for your post.

You would use the Continuous Contract in NinjaTrader which is ##-##, so in this case CL ##-##.

You will need to make sure you receive Continuous Contract data form your data provider. Otherwise you can just use the current contract but make sure your Merge Policy is set to MergeBackAdjusted or MergeNonBackAdjusted by going to Tools > Options > Data > Merge Policy.

For information on Merge Policies please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if I may be of further assistance,

[delta20]

Thanks for that

Is there any way to use these type of insturments with market replay

If I am downloading replay data can I use /CL##-## as the symbol?


If I already have data going back several contracts would /CL##-## work with that data?

Thanks again

[NinjaTrader_PatrickH]

Hello Stefan,

Thank you for your post.

The continuous contracts are not available to download from the replay servers. Using the ##-## will not give you the data from the other contracts.

In Market Replay you will use the contract for the date you wish to replay.

Please let me know if I may be of further assistance.