Doing a yearly Monte Carlo simulation across quarterly instruments?

[timmbbo]

How can I run a monte carlo simulation for 12 months, over a three month future instrument?

Say I want to run a monte carlo simulation on the RTY instrument over 2022. I've had to set up as four runs, for 03-22, 06-22, 09-22, and 12-22 futures, and then add together. This is a pain. Is there any way to do this as a single run?

Thanks,

[NinjaTrader_Emily]

Hello timmbbo,

Thank you for your post.

Backtests in the Strategy Analyzer adhere to the merge policy selected at Control Center > Tools > Options > Market Data > Merge Policy. You could consider using the default policy of Merge Back Adjusted or even use Merge Non Back Adjusted and this should merge data across the different contracts for the instrument. You could compare these results to those you get from running the four runs separately and adding them together to see if the results will suit your needs. For more information regarding the merge policy options and how they work:

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm

Please let us know if we may be of further assistance.