Is there a way to combine Optimization runs for quarterly instruments?

[timmbbo]

Is there a method to more easily manage running a larger time-frame optimization run, over quarterly instruments?

Say I'm optimizing a strategy for the ES, running over the full 2022 year. Well, I have to run it four times, first over Q1, then Q2, Q3, and Q4. In the Optimization panel, I have to change the time frame and switch the instrument from ES-0322, ES-0622, ES-0922, and then ES-1222. I have to record the results of all four runs, and then average them out. So, all of this becomes a bit tedious and time consuming.

Instead, I wish I could simply specify one larger optimization run over the full 2022 year, which hits all four quarters during the run.

Possible? Thanks

[NinjaTrader_BrandonH]

Hello timmbbo,

Thanks for your post.

You can run a backtest/optimization on a futures instrument with rollover periods. Just select the current front contract month, and test for a 1-year range. The merge policy will stitch the rollover periods together.

https://forum.ninjatrader.com/forum/ninjatrader-7/strategy-development-aa/96311-backtesting-choosing-contract-month#post782986

Please let me know if I may assist further.