previous contracts in futures prices do not match?

[micaeliglesias]

Good morning, I have a question that causes me a lot of curiosity. why when I do backtesting of previous contracts in futures prices do not match? that is if, in the current contract I go to the past and compare graphs of screenshots in previous contracts prices do not match. thanks for the answer.

[NinjaTrader_Erick]

Hello micaeliglesias,

Thank you for reaching out.

In backtesting and when comparing prices across different contract months, differences in historical price data can occur due to the Merge Policy settings in NinjaTrader. This setting controls how continuous contracts are built by combining data from expired contracts with the current one. Here’s how to address this issue:

1. Check Merge Policy Settings:
   • Go to Control Center > Tools > Options.
   • Select the Market Data tab.
   • Find Merge Policy and choose between the options:
     • Do Not Merge: Only displays data specific to each contract without merging previous contracts.
     • Merge Back Adjusted: Adjusts previous contract prices to align with the current contract.
     • Merge Non-Back Adjusted: Shows historical contracts without price adjustments.
2. Update Contract Information:
   • Ensure your historical data is current and includes roll dates. You can update by going to Tools > Database Management > Update Instruments.
3. Confirm Data Provider:
   • Some data providers may handle futures contract rollovers differently. Confirm with your provider to ensure their historical data aligns with your backtesting approach.
4. Rollover Settings:
   • You may also manually adjust rollovers by navigating to Tools > Instruments and selecting the relevant contract month to modify rollover dates as needed.

Adjusting these settings should align your historical prices more closely. If you’re still noticing discrepancies, please provide a screenshot of your chart and settings for further assistance.

I look forward to resolving this item for you.