Backtesting using IQFeed Data

[ZonesTrader]

I want to run a strategy backtest using IQFeed Data. I have the IQFeed Data service, but I am not sure how to create continuous data in NT8. How do I do that? I would like to use the Strategy analyzer in NT8 to backtest more than two years' worth of market data.

[NinjaTrader_BrandonH]

Hello ZonesTrader,

Thanks for your post and welcome to the NinjaTrader Forums.

The Strategy Analyzer uses the Merge Policy setting you have your platform set to in the Tools > Options > Market data tab. The Merge Policy setting sets how NinjaTrader handles the merging of historical data for futures contracts.

With MergeBackAdjusted (default setting) the chart will be continuous, stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month, and adjusted by an offset to prevent gaps between contract months (which trade at different prices) for a smooth chart.

With MergeNonBackAdjusted the chart with be continuous (stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month) but will not be adjusted and there will be gaps in price from one contract to the next.

With DoNotMerge only the data from the selected contact is shown and previous contract months will not be loaded. Chart is not continuous.

After making any changes to the Merge policy, you must right-click a chart for that instrument / data type and select Reload All Historical Data.

Merge Policy Help Guide: https://ninjatrader.com/support/help...rge_policy.htm

When MergeBack or MergeNonBack Adjust is selected, the contract month selected should be the contract month of the last day of data in the test. (or today's contract month)

When DoNoMerge is selected, the contract month should be the contract month of the data being tested.

See the help guide documentation below for more information.

Understanding the Contract Months: https://ninjatrader.com/support/help...nderstandingTh eContractMonthsSection

Options > Market Data: https://ninjatrader.com/support/help...

[ZonesTrader]

Brandon,

Thank you so much for all that information. I will follow your detailed guide and see if I can get the data I need.