I open a chart for CL APR24 and then connect to Playback and set the dates to 2/15/2024 through 3/14/2024
I load my strategy on the chart and play and that has always worked.
Now I'm trying to run 2 months at a time - I'm trying to run CL MAR24 through CL APR24
I do the same steps but now set the play back dates from 1/15/2024 through 3/14/2024.
I set play back to Max but the chart doesn't move. But if I move playback toward the middle of the slide, then the chart starts picking up data.
Just to test, I tried another 2 consecutive contracts and got similar behavior.
I have merge policy set to merge back adjusted.
How do I test my strategy with multiple contracts during play back?

Comment