Strategy Analyzer Data Series - Instrument

[i2w8am9ii2]

Hello,

When I run a Strategy Analyzer optimization, going back say 5 years, am I supposed to use Continuous Contracts, of if I use the current contract month, will the results of going back 5 years with the current contract month be valid?

[NinjaTrader_Jim]

Hello i2w8am9ii2,

Thanks for your post.

You can use the front month for the backtest instead of a Continuous Contract month if you have a Merge Policy set to Merge Back Adjusted. Merge Back Adjusted will mimic the behavior of a Continuous Contract.

More information on Merge Policies (Set in the Control Center under Tools > Options > Market Data) can be found here - https://ninjatrader.com/support/help...rge_policy.htm

Please let us know if you have any additional questions.

[i2w8am9ii2]

Hi Jim,

Great. Thanks for the info and link.