Support Board
Date/Time: Mon, 16 Jun 2025 09:30:24 +0000
Post From: Wildly Different Historical NQ Prices when Back Adjusted
| [2025-05-17 11:43:14] |
| gtaranti - Posts: 95 |
|
I'm baffled from this one. I've created a new Historical Chart of NQ, setting as symbol the current one (NQM25-CME) and the date range back to 2011. Also, I've set in symbol settings the Continuous Contract to "Continuous Futures Contract - Volume based Rollover, Back Adjusted". Then, I've noticed some significant differences of open-close prices when compared to prices where there is no "adjustment". For example for date 2011-01-03 Back Adjusted: Open: 4452.75, Close: 4483.25, Volume: 276753 No adjustment: Open: 2220.00, Close: 2250.50, Volume: 276753 If I select as symbol NQH11-CME, then the prices are the same (2220.00 - 2250.50) for said date, whether I chose 'None' or 'Continuous Futures Contract - Volume based Rollover, Back Adjusted' setting. 1. Is it expected as normal behavior to have such a wide difference? 2. In my backtests, should I always use the earliest symbol in the symbol settings? |