Inconsistent results across instrument expiration dates

[samish18]

Ninjatrader only allows trading of the soonest expiration date contract for each instrument. When backtesting, if I backtest over the same period, when two different expiration contracts are active (say 12-24 and 03-25 during 2024), the results should be identical, however, they are not. How can I fix this to have contract dates "carry over" when backtesting to get accurate results?

[NinjaTrader_ChelseaB]

Hello samish18,

NinjaTrader uses a Merge Policy to merge historical data.

See the forum post below.

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

Note, the price and volume of different contract months are different. Even if they are trading at the same time, they will be trading separately at sperate prices with separate movement.