Support Board
Date/Time: Mon, 16 Jun 2025 09:27:08 +0000
Post From: Wildly Different Historical NQ Prices when Back Adjusted
| [2025-05-19 14:41:35] |
| John - SC Support - Posts: 40422 |
|
1. Yes, this is what is occurring with a Back-Adjusted Continuous Contract. Each contract is adjusted up or down to match the more recent contract. Over time, the cumulative effect can be large. Refer to the following: Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons 2. You need to determine what you want to see from your backtesting. Just be aware that the data you see when you are not using the current front contract month for the symbol will not be what you want. Refer to the following: Continuous Futures Contract Charts: Current Day Always Uses Contract Month of Symbol of Chart Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |