Thanks SMCJB!

I develop on Futures.

The idea with the two different contract types sounds good, but seems to be very time consuming, therefore I will continue testing with tick moves.

Thatsbooo 

The idea with the two different contract types sounds good, but seems to be very time consuming, therefore I will continue testing with tick moves.

If your using raw un-adjusted tick data that's fine but if your tick data is back-adjusted (ie your getting it from somebody like Tradestation) then you'll have the issues I described. It's not a function of the granularity of the date, but if & how it's back adjusted.