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I am busy looking at backtesting certain strategies in NinjaTrader and I could not find any reference to how historical prices are handled within Ninja.
I am using DTN IQ data, and based on the historical data manager, it looks like the data for each contract (I have gone back to 2011) is shown with actual prices. I am planning on backtesting over longer periods, so I would need either a) continuous contracts to avoid the roll-over gaps (preferred method), or b) a method to identify when the contract has changed from the older to a newer contract.
Would appreciate it if someone can provide some insight into whether NinjaTrader can create a continuous contract from all of the DTN data, or if DTN already has this in their database. If DTN already has this in their database, how would I load this into Ninja?
Thanks in advance.
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