Continuous Contracts in NT8

November 3rd, 2017, 08:54 PM

Hello guys,

I'm trying to backtest a custom strategy in NT8 on the 6E. I cant backtest further back than Sept 2017. So I think I need to backtest a Continuous Contract on the 6E.

Can anyone please tell me how to do that?

I really appreciate any help.

Cheers,

November 4th, 2017, 03:35 AM

StreetPreacher

Hello guys,

I'm trying to backtest a custom strategy in NT8 on the 6E. I cant backtest further back than Sept 2017. So I think I need to backtest a Continuous Contract on the 6E.

Can anyone please tell me how to do that?

I really appreciate any help.

Cheers,

You can do two things :

1. back test front month per front month, as it was at that point in time
2. load a continuous contract that goes over the periods

In my opinion option 1 is the most close to what would have happened
when you did it as live, but no backtest is perfect.

November 5th, 2017, 08:43 AM

Thanks rleplae,

Since I'm a noob I dont know how to either of those two things. Could you please explain how to do them?

Thanks,

Continuous Contracts in NT8

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Continuous Contracts in NT8