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Old data manual walkthrough
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Old data manual walkthrough

  #1 (permalink)
Elite Member
Sydney, N.S.W., Australia
Futures Experience: Intermediate
Platform: Sierra Chart
Favorite Futures: ES
Posts: 21 since Feb 2013
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Old data manual walkthrough


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.


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  #2 (permalink)
Market Wizard
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
Posts: 2,660 since Feb 2013
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Forum Reputation: Legendary

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.

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