Support Board
Date/Time: Mon, 06 Jan 2025 14:24:07 +0000
Post From: SC will not backtest/replay continuous contracts, when starting before last rollover
| [2016-05-28 23:24:43] |
| phaedonk - Posts: 352 |
|
I have tested this with multiple symbols (DAX, CAC40, Z). If I start the backtest before the last rollover on the chart, the replay will just stand there after I press Play...forever. If I start a couple of days after the last rollover everything runs fine. I do not believe there is an error on my part (although you never know). As the documentation clearly mentions that backtesting with continuous contracts is supported, this looks to be either an important oversight, or maybe a bug in the latest versions? Although, it is the first time I have tried backtests that include dates before the last rollover. |