Results in Strategy Analyzer

[camtrading]

Hello! Id like to backtest a strategy within a year period. But i have some questions, Id appreciate anyone's answer.

How do rollovers affect a yearly backtest in the strategy analyzer? For example:

Lets say Id like to run a backtest from 29/06/2019 to 29/06/2020 (today) and I select the instrument (ES 09-20) for this ocassion.

Will it deliver proper results? or Do I have to run separate backtests every 3 months matching every contract rollover?

I hope i explained myself good enough. Thank you

[NinjaTrader_Jim]

Hello camtrading,

Thanks for your question.

When you build a data series, previous contract months will be attached to the front month and merged following the Merge Policy. The default is MergeBackAdjusted which recreates a continuous contract. (This is the same for a chart, Strategy Analyzer, or any place a Data Series is built.)

You can read more about Merge Policies below. Merge Policy can be set in the Control Center under Tools > Options > Market Data

Merge Policies - https://ninjatrader.com/support/help...rge_policy.htm

We look forward to assisting.