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Manual updates to multi-instrument futures strategy

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    Manual updates to multi-instrument futures strategy

    I have a couple of novice questions regarding futures in a multi-instrument setting:

    1) If I add the current contract Add("VX 11-16",PeriodType.Day,1); in onInit() the strategy analyzer will probably use a continuous contract for backtesting?

    2) If I then decide to run the strategy in real time will I have to manually update the FullName of the contract after a roll-over?

    3) Are there any simple examples demonstrating how you would go about for example using Instrument.FullName in conjunction with Add()

    Thanks in advance!

    #2
    Hello don_janeiro,

    Thanks for your post and welcome to the forums!

    1) By default NinjaTrader will use a contract merge policy that will allow you to backtest without having to change contracts. Please see "understanding merge policies" here: http://ninjatrader.com/support/helpG...rical_data.htm

    2) Yes, you will have to manually change the contracts in your strategy for realtime.

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