Add 2nd Future AddDataSeries - contract period issue

[fernlicht]

Hello all,

I'm just thinking ... I would like to add a 2nd data series to a strategy for futures on the ie. ES

But how to add it and backtest without the rollover/contract period for a seamless backtest over several years?

I'm only using this but for stocks
AddDataSeries("VXX", BarsPeriodType.Days, 1); <-. works fine with the etf

AddDataSeries("VX", BarsPeriodType.Min, 60); <- obviously does not work without the contract period on a future

Thanks!

[NinjaTrader_ChrisL]

Hi, thanks for posting.

The Merge Policy will control how contracts are stitched together. Use the latest contract month and the older contracts will automatically be used when appropriate.

AddDataSeries("VX 11-21", BarsPeriodType.Min, 60);

[fernlicht]

Ok, that makes sense, thanks for pointing me into right direction