Backtesting on futures vs stocks

[Manuel17]

Hi, how can we backest on futures? It is pretty straightforward with stocks, but I was wondering if the strategy analyzer takes into account the fact that the instrument is a future, the Dollar Value per point, etc.

Thanks

Manuel

[NinjaTrader_PatrickH]

Hello Manuel,

Thank you for your post.

The Strategy Analyzer will in fact work on Futures and take in account the Point and Tick Size. The merging of previous contracts occurs based on the Merge Policy set in NinjaTrader under Tools > Options > Data. 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.

[Manuel17]

Thank you for your reply Patrick. So let's say I backtest on a S&P 500 e-mini contract with an account of 10,000 $, NT calculates the number of contracts that I can buy and return all the performance data just as for stocks?

[NinjaTrader_Lance]

Yes that is correct. While it's more common for account size to be used with stocks it does work with futures as well.

Instead of calculating the number of shares based on value of the stock it instead looks at your margin requirements as specified in your instrument settings: http://www.ninjatrader.com/support/h...ccountsize.htm

Let me know if I can further assist.