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Date/Time: Mon, 20 May 2024 05:26:18 +0000



Post From: back testing longer term with futures

[2018-03-08 12:14:54]
User28317 - Posts: 147
When I look at the results of my model, built as the custom study, the message log only goes back 90 days or so to show trading results. Some symbols show a longer back period, like CL, and others very short like ES. I would like to back-test the results of my models over a longer period, say 1-2 years, to verify that my models perform well in different market environments. With Future contracts rolling over every 90 days this seems difficult.

Is there a way to backtest my models using Sierra Charts over a long-term time horizon?