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Adding Different ES Contracts

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    Adding Different ES Contracts

    Hey guys, on my instrument manager, I see that it says ES 03-13 and ES 06-13, but how do I add say, ES 03-10? Whenever I go to the instrument manager, it will not allow me to add "ES 03-10" because it does not allow spaces. Also when I run a backtest how do I know which contract is being backtested against? if I run the backtest on ES 06-13, but its backtesting in 2011?

    Thanks,
    EliteTraderNYC

    #2
    Hello EliteTraderNYC,

    Thanks for writing in.

    Can I verify, are you wanting to add the old contract to backtest in the Strategy Analyzer?
    If so you can use the ES 06-13. NinjaTrader's MergePolicy allows the current contract to access correct past data.
    When backtesting the strategy will run off off the correct expiry's data based on the rollover date.

    Comment


      #3
      Yes, thats right, for backtest in Strategy analyzer. Thanks for the info.

      Comment


        #4
        FYI, If you really need to add 03-10, you need to set your PC clock to that date.

        There are a couple posts about that.


        Originally posted by elitetradernyc View Post
        Hey guys, on my instrument manager, I see that it says ES 03-13 and ES 06-13, but how do I add say, ES 03-10? Whenever I go to the instrument manager, it will not allow me to add "ES 03-10" because it does not allow spaces. Also when I run a backtest how do I know which contract is being backtested against? if I run the backtest on ES 06-13, but its backtesting in 2011?

        Thanks,
        EliteTraderNYC

        Comment

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