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Strategy Analyzer Instrument

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    Strategy Analyzer Instrument

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

    My global merge policy is set like this:

    Click image for larger version

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    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?


    Click image for larger version

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    #2
    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.
    Chelsea B.NinjaTrader Customer Service

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