Backtest continuous ES with stop loss by percentage

[wahahatrader]

Hi

I am very new to NinjaTrader and the futures backtesting

I'm using continuous ES futures contact to backtest a strategy which use a percentage to calculate the stop loss price

Since the historical price is offset with the Merge back adjusted policy, is it totally wrong to use the percentage for the stop loss?

Which Calculation Mode should I use instead?

Thank you very much

[NinjaTrader_Jesse]

Hello wahahatrader,

Your stoplloss price wouldn't have any effect on the merging of contract data when viewing a continuous contract. You would have to take a look at where the stop was placed and see if that price is valid for the given time when the strategy was trading, if it was not you could adjust the values used for the stoploss.

[wahahatrader]

How can I check the original price for the historical ES contracts without the merging? like ES 12-20? thanks

[NinjaTrader_Jesse]

Hello wahahatrader,

You would need to turn off the merge policy and then reload a chart with that specific contract selected.

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm

[wahahatrader]

Great thanks

Is there any function to get the Rollover Dates in the ninja script?

[NinjaTrader_Jesse]

Hello wahahatrader,

You can see the linked script which works with the rollover collections.

https://ninjatraderecosystem.com/user-app-share-download/rolloverindications-2/

[wahahatrader]

Thank you so much

[wahahatrader]

When I use Merge Non back adjusted settings

The chart looks like discontinued on 15 Sep 2024

But the rollover day is 16 Sep 2024 in the ES contract setting

Is it the normal behavior?

Thanks

[NinjaTrader_Jesse]

Hello wahahatrader,

Most contracts will trail off at the end of the contract as people no longer use that contract. On the following day the new contract will start and will be at a new offset.