Continuous Data for Backtesting

[Fran888]

I have a live account and a Ninja License. How do I access continue data for backtesting so that I don't have download replay data for every contract throughout the year? Is there a special symbol to use? Thanks.

[NinjaTrader_Gaby]

Hello Fran888,

Thank you for your post.

The Strategy Analyzer will follow the merge policy setting that you have selected at Control Center > Tools > Options > Market Data > Merge Policy. For more details and a description of each policy:

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

MergeBackAdjusted is the closest option to getting a continuous contract and it will include an offset to seamlessly merge between contract months. MergeNonBackAdjusted provides a continuous contract, though there may be gaps between contract months because there is no offset applied. DoNotMerge will not merge with any other contract months, so the test would only be run for any data available for the selected contract month.

Please let us know if you have any further questions.

[Fran888]

Thanks. I presume that data merge is not available for market replay, am I correct?

[Fran888]

The link you provided is "Page not found".

[NinjaTrader_Gaby]

Hello,

This is specifically pertaining to historical data, not Market Replay data. Market Replay data will need to be downloaded per day, there is no continuous contract option available.

Apologies for the broken link, below is the correct link.

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