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Continuous Contracts in NT8


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  #1 (permalink)
 StreetPreacher 
Chattanooga, TN/ USA
 
Experience: Intermediate
Platform: Ninjatrader
Trading: 6E
Posts: 56 since Jun 2016
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Hello guys,

I'm trying to backtest a custom strategy in NT8 on the 6E. I cant backtest further back than Sept 2017. So I think I need to backtest a Continuous Contract on the 6E.

Can anyone please tell me how to do that?

I really appreciate any help.

Cheers,


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  #2 (permalink)
 
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 rleplae 
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StreetPreacher View Post
Hello guys,

I'm trying to backtest a custom strategy in NT8 on the 6E. I cant backtest further back than Sept 2017. So I think I need to backtest a Continuous Contract on the 6E.

Can anyone please tell me how to do that?

I really appreciate any help.

Cheers,

You can do two things :

1. back test front month per front month, as it was at that point in time
2. load a continuous contract that goes over the periods

In my opinion option 1 is the most close to what would have happened
when you did it as live, but no backtest is perfect.


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  #3 (permalink)
 StreetPreacher 
Chattanooga, TN/ USA
 
Experience: Intermediate
Platform: Ninjatrader
Trading: 6E
Posts: 56 since Jun 2016
Thanks Given: 4
Thanks Received: 17


Thanks rleplae,

Since I'm a noob I dont know how to either of those two things. Could you please explain how to do them?

Thanks,


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Last Updated on November 5, 2017


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