Thanks, Steven
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Backtesting over multiple contracts
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Backtesting over multiple contracts
I have a strategy that trades on the TF. The current contract (12-11) has about 2 months of back data to test my strategy with and this is not enough data. Is it possible to go back further with earlier contracts that would be linked together. I believe this is called a continuous contract. If this is possible how do I do this?
Thanks, StevenTags: None
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