Continuous Futures Contracts in Strategy Analyzer

[Matheyas5]

Hello NT,

I would like to backtest and optimize a strategy in your Strategy Analyzer on a continuous futures contract.

Is the "Understanding merge policies" section of this link

http://ninjatrader.com/support/helpGuides/nt7/?historical_data.htm

the instructions I should use in order to make a continuous futures contract that can be used for this purpose?

I ask, because I'm not sure if making a continuous futures contract to be used in your Strategy Analyzer is different then making one that can be used for live trading.

Thanks

P.S.
Not sure if this changes anything, but I got historical data I'll be using for this via downloading it from your CQG Continuum connection.

[NinjaTrader_ZacharyG]

Hello Matheyas5,

Thank you for writing in.

You'll be able to utilize ##-## rather than an expiry date for a continuous contract through the Strategy Analyzer. For example, ES ##-## rather than ES 03-16.

Alternatively, you can utilize one of the merge policies as stated in the help guide link you have provided, MergeBackAdjusted or MergeNonBackAdjusted, for historical futures data to merge the previous contracts if you pick the current contract month to backtest on (ES 03-16 in the example provided previously).

Please, let us know if we may be of further assistance.