Optimization Question (longer timeframe)

[ATMtrader0001]

This is the one thing I do not like about NT, that rather than being able to use ES for emini I have to use ES 06-21 which limits the dataset when running Optimizations of my strategies.

Is there a way to combine multiple contract dates (ES 03-20, ES 06-20, ES 09-20 ... e.g.) so that I am running with a larger dataset? I get vastly different results based on the contract
and am looking for something that I can look at over a longer period of time.

Is there any way to combine multiple contract dates when running an Optimization?

[NinjaTrader_Jesse]

Hello ATMtrader0001,

In a backtest/optimization you can just select the current front month and then test over the period of time you wanted. By default the platform should have merge back adjusted selecte which will merge futures contracts. You can read about that feature here: https://ninjatrader.com/support/help...lightsub=merge

If you have changed the merge policy then you could switch to using merging and then you can see multiple contracts data being used in the single test.

I look forward to being of further assistance.

[ATMtrader0001]

So do I have to set that or is it automatically included?

Thanks. I was not aware of this.

[NinjaTrader_Jesse]

Hello ATMtrader0001,

That's a setting in the options menu, the default is to merge back adjusted. You can visually see what each option does in the previously linked help guide page. If you check the options menu and have a different setting than merge back adjusted then the contracts won't be merged when viewing charts or loading data.

I look forward to being of further assistance.