Old data manual walkthrough

January 23rd, 2017, 06:50 AM

Hi,

I'm trying to manually back-test a discretionary strategy from 1 Jan 2015 - the present day. I'm using NT8 with IQ feed. Is there any way to view a continuos contract that's back-adjusted up to a certain date?

E.g. let's say I'm doing a walkthrough of May 18, 2016 - I'd like to see the past 6 months continuous data (Nov 18 2015-May 18 2016), adjusted up to what it would've been at that particular point in time?

I hope that makes sense.

Thanks,
Tom

January 23rd, 2017, 07:03 AM

Yes, there is, but it's cumbersome.

The back-adjustment depends on the end date of your respective data series.
So if you set the end date of your data series to the particular point in time
that you want to look at, you will accomplish your objective.

Old data manual walkthrough

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Old data manual walkthrough