Strategy Analyzer Instrument

[reynoldsn]

I would like to confirm Instrument selection in Strategy Analyzer.
(I'm testing CL)

My global merge policy is set like this:



Notice below, I'm running from 1/1/2020 through 2/8/2020 (just an example).

I have Instrument set to CL SEP24, but due to my merger policy, setting instrument to CL SEP24 is acceptable and contract rollovers are handled by NT?

[NinjaTrader_ChelseaB]

Hello reynoldsn,

That is correct, the merge policy when set to MergeBackAdjusted will automatically fetch data from the correct contract expiry month.

Below is a link to a forum post that provides details.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/96311-backtesting-choosing-contract-month?p=782986#post782986