Scrolling back charts

[ddot300]

Just curious. If I set up a chart for the ES with volume bars. Just looking back at levels and stuff. Basically quick back testing a strategy. And do it for 90 days or 120 days. How accurate are the candles and data when I go back that far? Because I know contracts change. I've notice when I go back pretty far it seems to be funny looking. Any help is appreciated.

[QuantKey_Bruce]

Make sure your merge policy in Tools -> Options -> Market data is not set to Do Not Merge - set it to Merge - Back Adjusted or Merge - Non Back Adjusted and when you look back past the current contract it will automatically show you the front month data at that time. For instance, in a 30-minute chart of ES 06-23 that goes back 6 months, if you scroll back to February you'll be looking at ES 03-23 bars.

[NinjaTrader_BrandonH]

Hello ddot300,

Thanks for your post and welcome to the NinjaTrader Forums.

The Merge Policy setting determines how NinjaTrader handles the merging of historical data for futures contracts during a contract rollover. You could set the Merge Policy setting in the Tools > Options > Market Data tab to either MergeBackAdjusted or MergeNonBackAdjusted.

With MergeBackAdjusted (default setting) the chart will be continuous, stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month, and adjusted by an offset to prevent gaps between contract months (which trade at different prices) for a smooth chart.

With MergeNonBackAdjusted the chart with be continuous (stitched together by expiry month from the rollover date of the expiry month to the rollover date of the previous expiry month) but will not be adjusted and there will be gaps in price from one contract to the next.

See the Merge Policy help guide linked here for more information: https://ninjatrader.com/support/help...rge_policy.htm

See this forum thread for more information: https://forum.ninjatrader.com/forum/...986#post782986