I want to becktest my strategy from November 2023 up to today. My question is about the volumes that I read for those candles printed in periods where there were older contracts with respect to the current one: how is this managed?
For instance: if I select as instrument for the backtesting ESJUN24 which volumes are available for those candles in the month of November? Are they those associated with contract ESDEC23?
Thank you in advance.
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