NexusFi: Find Your Edge


Home Menu

 





Continuous Contracts in NT8


Discussion in NinjaTrader

Updated
    1. trending_up 3,095 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




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

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,


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
[WTS] ATAS Lifetime ULTRA license – EU buyers only – …
Platforms and Indicators
Building a free browser DOM/SMC simulator - need some ad …
Platforms and Indicators
Bitcoin’s 2022 low, 2025 high and 2026 low so far arou …
Cryptocurrency
AI for Traders — Agents, Memory, Tools & Real-Worl …
Elite Quantitative GenAI/LLM
No book, only a stair: journaling fills where price move …
Cryptocurrency
 
  #2 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,947 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,855


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.


Follow me on X Visit my NexusFi Trade Journal Reply With Quote
  #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,


Started this thread Reply With Quote




Last Updated on November 5, 2017


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts