Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Continuantion backtesting

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 03-31-2026, 09:41 PM
    1 response
    47 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 04-01-2026, 02:41 AM
    0 responses
    23 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 03-31-2026, 11:44 PM
    0 responses
    33 views
    1 like
    Last Post CaptainJack  
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    51 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    42 views
    0 likes
    Last Post CarlTrading  
    Working...
    X