Safe to backtest on YM-######?

[amedhussaini]

Just wanted to pose a general question: How different are results when backtesting the default continuous contract VS. individual monthly contracts by date?

[NinjaTrader_PatrickH]

Hello amedhussaini,

Thank you for your post.

In NinjaTrader there is what is known as the Merge Policies. These can merge and adjust the contract historical data to make seamless historical data. This would only affect the front month contracts.

Continuous contracts are built from the provider already merged and adjusted.

So if you set your Merge policy to DoNotMerge, then it is expected that the contracts would be different. If you used MergeBackAdjusted the Front Month contract should be close to the Continuous contract.

For information on Merge Policies please visit the following link: http://ninjatrader.com/support/helpG...rical_data.htm

Please let me know if you have any questions.