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Backtesting Futures Contracts

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    Backtesting Futures Contracts

    I want to backtest my Future strategy for 2-3 years, but each time i need manually set up ''Start date/End date'' of each contracts.
    I can use Mergenonbackadjusted data, but Start date/ end date need to change of each contracts.
    Is there a way run strategy analyzer for several pre-defined time firames ?

    #2
    Hello,

    Unfortunately there is no way to select or create a time template, as the date range will need to be chosen each time.

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      #3
      Originally posted by Murphy67 View Post
      I want to backtest my Future strategy for 2-3 years, but each time i need manually set up ''Start date/End date'' of each contracts.
      I can use Mergenonbackadjusted data, but Start date/ end date need to change of each contracts.
      Is there a way run strategy analyzer for several pre-defined time firames ?
      My workaround is to add "Rollover" condition and, if you want to backtest swing trading strategies that may run for more than a month, it should be useful to mimic real conditions as much as possible.

      Of course, I told you just the tip of the iceberg, you'd have to code the logic yourself, but if that's what you want, you got a direction.

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        #4
        Thank you.

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