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Date/Time: Mon, 25 Nov 2024 02:47:27 +0000



Post From: Contineous Futures Contract and backtesting/replay

[2024-04-10 06:23:46]
User61168 - Posts: 403
Hello SC Users,

I am asking for recommendation from experienced/live traders who are trading index e-mini (futures ES/NQ/YM/RTY).

1) What specific setting are you using for continuous futures contract listed here >> Continuous Futures Contract Charts .

2) Did you use the same setting for backtesting via market replay? Did you observe any anomalies with backtesting or market replays that I should watch for?

3) Under Symbol settings, "Date Exclude" is the only field I customize to exclude holidays/partial trading days. I also exclude the entire rollover week from my charts as I prefer not to trade on rollover weeks. Will excluding the entire rollover week cause any issues with backtesting or live trading?

I would appreciate some fresh perspective on this. Thanks