Support Board
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 |