I want to backtest historical periods, but it takes too much time to define each contracts periods and dates on ''do not merge'' merge policy.
Thats why i changed merge policy to '' merge non back adjusted''
I wanted to test between 12.June.2020 and 10.Sep.2020 period.
First, i loaded ES 06-22 contract, pulled 1000 days 1 minute data and reloaded again.
Then, i run ES 06-22 contract, and select that days on strategy analyzer.
I run another strategy analyzer, this time select 09-20 contract and choosed same days.
But results are different. due to datas are different.
Merge non back adjusted should be raw data, isn't it?
Pls look at the attached file to see differences.
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