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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, Steven

    #2
    Steven,

    I am happy to assist you.

    The continuous contract has the expiration as ##-##. You can add this as an instrument in the instrument manager by setting the expiry to ##-##.

    Please let me know if I may assist later.
    Adam P.NinjaTrader Customer Service

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