Market Replay Continuous data

[delta20]

I know you can use the symbol plus #-# for continuous data.

I would like to run continuous data with backtesting. Is this possible?


I cannot download data under cl #-#.

If I download the data under each contract and try to use cl #-# as the symbol for back testing a strategy that does not seem to work either.

thanks in advance

[NinjaTrader_Jason]

Hello delta20,

Yes, this is possible. Please add the continuous contract to one of your instrument lists in the Instrument Manager so you can select it in the Strategy Analyzer. Instructions to add instruments to instrument lists can be found at the link below.

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

Not all supported data feed providers support continuous data (##-##). Can you please tell me to what data feed provider you connect.

[delta20]

CQG

stefan d

[NinjaTrader_Jason]

Hello Stefan,

When you connect to CQG, historical data is supported for continuous contracts, however real-time data is not.