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Endless contract for test Strategy

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    Endless contract for test Strategy

    Hello
    I need test my strategy on contracts of oil (CL) from 03-19 to 08-19. I`m already have quotes from Market replay for each contract.
    How I can test continues contract of oil? What I have to write in field Instrument on Chart for continues chart of Instrument? CL ##-## or what?

    Thanks, Sergey

    #2
    Hello sergey_z, thanks for your note.

    Typically continuous contracts cannot be traded directly and you must specify a rollover. This is the case for Market Replay. The data is organized into separate contract months and you must set that contract month when you start up your strategy. If you have historical data of the CL continuous contract, you can run your strategy on CL
    ##-## as well (historical data and market replay data are different). You can get this historical data from either your data provider through the Download menu or importing it through Tools>Import>Historical Data.

    Please let me know if I can assist further.

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