trading ES ## ## in strategy and optimaztion

[KarstenKafl]

Hi there.

I have bit issues understanding how the contracts, expire - and how they then are actually calculated in the strategy optimzer.

if i choose the last period contract - it stop delivering results after the expire date.

But it seems like if i choose the current contract and go back in date to optimize - it exist in months before it was created?

i talk about MES or ES contract.

thanks.

[NinjaTrader_Jim]

Hello KarstenKafl,

Thanks for your post.

If you use "##-##" for an expiry, NinjaTrader will attempt to fetch data from a continuous contract as would be given by your data provider.

If you provide the front month, NinjaTrader will merge previous contracts following Merge Policy which is set in the Control Center's Tools > Options > Market Data menu. MergeBackAdjusted is the default which will recreate a continuous contract.

More information on MergePolicies can be found here - https://ninjatrader.com/support/help...rge_policy.htm

We look forward to assisting.