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Continuantion backtesting

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    Continuantion backtesting

    Hello, is it possible to use continuation data in a backtesting in a strategy analyzer? I see only monthly contracts.

    #2
    Hello U0000999,

    Thanks for your post.

    By default NinjaTrader will automatically merge the various contracts going backward (pulling the correct contract data in effect on each date), you need only specify the latest contract to starting going backward from. For example, if you test with the ES instrument and specify the current contract of ES 03-19 and test for a 2 year period, data will be pulled for each contract starting with ES 03-17 and continuing to the current contract ES 03-19.

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