Is there not a continuous contract or a way to get this data as real as possible?
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strategy analyzer
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strategy analyzer
If I have a strategy that is calculated tick by tick, so it is necessary to use high resolution, I can get a year, for example, with reliable data, that is, if I can only put one contract, for example, CL AUG 23 and I am getting statistics from a year ago the tick by tick I do not see that it is reliable
Is there not a continuous contract or a way to get this data as real as possible?Tags: None
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Hello franatas,
Thank you for your post.
The Strategy Analyzer will follow the merge policy setting that you have selected at Control Center > Tools > Options > Market Data > Merge Policy. For more details and a description of each policy:
MergeBackAdjusted is the closest option to getting a continuous contract and it will include an offset to seamlessly merge between contract months. MergeNonBackAdjusted provides a continuous contract, though there may be gaps between contract months because there is no offset applied. DoNotMerge will not merge with any other contract months, so the test would only be run for any data available for the selected contract month.
Please let us know if we may be of further assistance.Emily C.NinjaTrader Customer Service
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Well, this is how I have it configured, the fact is that in replay if you don't use the corresponding contract, the ticks are jumping instead of going smoothly and the fear I have is that the same thing will happen with the analyzer, that it won't take the ticks correctly I don't know if that's the case or if it has nothing to do with it
Anyway, thanks
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Hello franatas,
Thank you for your reply.
Since the merge policy would merge backwards on MergeBackAdjusted, you should still ensure that you are selecting the most current/active contract month for the end date selected in your backtest settings. You may also need to consider the bar type and underlying data type used and how far back that data is available from your data provider in comparison to your start/end dates for the test.
You mentioned that in playback the ticks are jumping instead of going smoothly; so I may better assist to understand the behavior you are describing, please answer the following questions:- What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
- What instrument(s) (and expiry if applicable) have you selected?
- What Data Series Type have you selected? Example: Tick, Minute, Day
- What From and To date is selected?
- Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
Emily C.NinjaTrader Customer Service
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