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Contract Rollover

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    Contract Rollover

    Suppose I'm using Strategy Analyzer to back-test the year 2024 for CL.
    For the Instrument setting, I can specify a value such as CL FEB25 and then Strategy Analyzer will take care of contract rollover (in this case, 12 different contracts).

    I have a tick-based strategy that doesn't work in Strategy Analyzer so I use market replay.
    I get a connection to Playback, open a new chart and select an Instrument.
    If I wanted to run all of 2024, would market replay take care of contract rollovers like Strategy Analyzer does?

    #2
    Hello reynoldsn,

    Thank you for your post.

    The Playback is meant to work similarly to the real world. In the real world, a chart would not automatically roll over and would require either clicking the Rollover button or manually rolling the chart over. There isn't Replay data available from NinjaTrader for continuous contracts.

    ​Additionally, please note that only the past 90 days of Market Replay data can be downloaded from the NinjaTrader servers. To get Market Replay data further back, you would need to research a third-party provider that offers this data.

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