Back adjusted historical data ?

[fernlicht]

Hello Forum,

I'm really wondering since I get totally different backtest results for example on the ES-Mini with Kinetick (intraday)

In NT8 -> Options -> Market data -> Global merge policy
one can choose between "Do not merge", "Merge back adjusted" and "Merge non back adjusted"

What is the closest option that historical data match real-time data? (I know there is not bis and ask...)

All the best

[NinjaTrader_Jesse]

Hello fernlicht,

Thank you for the post.

The closest to realtime would be the same option you select in realtime.

The merge policy controls how data is included or not. If you have do not merge, you will only include data for the current contract. That is true in both realtime and any historical tool being used. If you select either of the other options it will include other previous contract data and either offset it or not.

What you choose depends on your trading goals and what data you want to include in your calculations. This is not really something I could make a suggestion for but only provide you with the details on what that property changes in the data. There are some additional details/images of the merge policy in the following link: https://ninjatrader.com/support/help...lightsub=merge

I look forward to being of further assistance.

[fernlicht]

Thanks Jesse, thanks for clarifying it helped me a a lot.