Support Board
Date/Time: Wed, 12 Mar 2025 11:38:49 +0000
How to backtest further than May?
View Count: 984
| [2019-10-08 08:13:11] |
| User641781 - Posts: 3 |
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I am trading the ES Micro and currently have the December 2019 Chart/Contract up. I have enabled Continuous Contracts and selected [Date Rule rollover Back Adjusted] because I read that Date-Adjusted is good for stock indexes like the S&P 500 / ES Micro. When I click the replay button though, and check [Use State Date-Time] and enter the date as 2018-10-03 however it starts replaying the charts at 5-6. I shall attach images to further illustrate my problem. SUMMARY: With Continuous Contracts enabled, I am trying to backtest the ES MINI at LEAST a year, but as I am watching the replay chart, I can see I am only able to go back to May 2019, or about 5 months. |
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| [2019-10-08 08:18:38] |
| Mack - Posts: 83 |
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Hi, please note that under "Global Settings" > "Data/Trade Service Settings", there is an option called "Max Historical Intraday Days To Download". You can increase this as desired. Hopefully, this will allow you to download more historical data. |
| [2019-10-08 08:49:48] |
| User907968 - Posts: 838 |
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I am trading the ES Micro and currently have the December 2019 Chart/Contract up
..................... backtest the ES MINI at LEAST a year, but as I am watching the replay chart, I can see I am only able to go back to May 2019 You will not see any earlier data for 'Micro E-Mini S&P', it was a new product for June 2019 contract month. Date Time Of Last Edit: 2019-10-08 08:50:06
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| [2019-10-08 16:05:40] |
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The correct answer here is at post #3.
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