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Backtestdata.com quality of data

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Market Wizard
Gits (Hooglede) Belgium
 
Trading Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,962 since Sep 2013
Thanks: 2,413 given, 5,545 received


Hello,

To me it looks you are comparing two different things, being a simple futures contract series and a synthetic continuous contract.

You need to see what are the rules for creating the continuous series...

I don't think that on the date 19.06.15, the FDAX 12-15 is the correct front month.

You need to ask yourself, what do you want to backtest and what do you want to achieve ?
Do you want to reproduce, what you would/could have done at that point in time, trading the front month ?

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