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CL market replay
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CL market replay

  #1 (permalink)
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CL market replay

This question must be on the forum somewhere but I had no luck in finding it.
How do I set up market replay to test multiple CL contract months?

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  #2 (permalink)
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Riverend View Post
This question must be on the forum somewhere but I had no luck in finding it.
How do I set up market replay to test multiple CL contract months?

Replay data is always data for a single expiration month.

When you set your start date for replay, all chart data prior to replay start will be historical chart data and follow the rules that you have set up under Tools -> Options -> Data -> Historical chart data. This historical data will be extended with the replay data for the instrument that you have selected.

This means that you cannot display mergebackadjusted data within the replay section of your chart.

However, you can open two charts with data for different contract months and play them in parallel. Of course, you need to download replay data for both contracts first.


Last edited by Fat Tails; May 19th, 2013 at 06:18 PM.
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