backtesting futures with expired contracts

[futureszone]

Hello NT8 support team,

if the backtesting goes back earlier than current contract start? does your system automatically backtest expired contracts or do i need to set this manually and how to do so if i have to?

i have read your amazing blog (navigate or guide) under instrument editing - understanding contracts months lead me to check instrument property, which is 80 rollovers for US Indices, does this mean their data will be automatically included for backtesting up to 80 expired rollovers? and correct me if i'm wrong according to the blog i changed merge policy from globe use to merge back adjusted.

for example according to CMEGROUP

last quarter of 2022 expired on 12/16 and first quarter of 2023 rollover on 12/12/2022 until 03/17/2023

so if i want to backtest NQ or ES or YM their current contract started from 12/12/2022 what about if i want backtest older data few months or 1 year old? is there anything i have to do in strategy analyzer settings?

I hope to hear from you so i can do the accurate backtesting with the available data.


many thanks for your support and happy holiday season

[NinjaTrader_BrandonH]

Hello futureszone,

Thanks for your post.

Please see the forum post linked below from my colleague Chelsea. The forum post details how your Merge Policy setting will determine how historical data is processed when backtesting in the Strategy Analyzer.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/96311-backtesting-choosing-contract-month?p=782986#post782986

Let me know if you have further questions.

[futureszone]

Thank you Brandon for sharing this page.

her response was very rich and informative. in my case the first 2 lines and last 2 lines all i needed to confirm I'm on the right path of backtesting expired contracts.

as always very accurate support from first response

happy new year and best wishes for 2023