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Strategy Analyzer and rollover dates

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    Strategy Analyzer and rollover dates

    Hello there!. I have a doubt, I'm trying to run the strategy analyzer for the MES. But when I put MES 12-22 the results diverges from MES 03-23 despite both being with the same dates.
    Should I set the start and the end dates according to the rollover dates? Or is there a way to backtest the whole year without having these problems?

    Thanks!

    #2
    Hi Joaqvil, thanks for posting. The most current contract date should be used in the strategy analyzer. The Merge Policy in the platform merges previous contracts into the current contract automatically. See the setting here:



    To find the exact different (typically caused by one backtest having more/less data than the other) you will need to switch the view of the strategy analyzer at the top left selector to "Chart" or "Trades" to analyze the composition of the backtest.

    Kind regards,
    -ChrisL

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