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Backtesting, Opt, Walkforward...

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    Backtesting, Opt, Walkforward...

    Is there a way to backtest/walkforward the ES across say 2 years without having to individually change contracts and dates?

    ie i want to run a simulation overnight for the past year to two years... fwiw, my provider is Zen-Fire

    #2
    Hello BigDog008,

    Yes, this is possible upon merging data into a continuous contract of two years. Instructions can be found at the link below.


    Once you merged the data, perform the backtest/walkforward without being connected to a data feed, so you will use the merged data in the database.

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