Support Board
Date/Time: Sat, 07 Mar 2026 21:30:56 +0000
Post From: Trade Activity Log-viewing order fills on Continuous Contract chart
| [2026-01-23 05:05:20] |
| User61168 - Posts: 469 |
|
Thanks John. To maintain consistency with my backtests, I have used the same/single chart in the same chart book for NQ configuration for last 3+ years. The only config changes I make is session times, Bar period and data limiting tabs. Using the same study collection on two different continuous chart for NQZ25 and NQH26 should give me same or close to similar results. I finished a new replay running for entire 2024 and I get 2000+ points in additional profits on NQH26 compared to NQZ25. I think I should just discard "Back Adjusted" and start using "Date Rule Rollover". Last question because I do feel there might be a bug in your continuous logic with "Dates to Exclude" feature. As a normal practice, I intentionally exclude 5 days before going into each contract expiration month. I don't trade during the week of contract expiration so I don't want to include in backtesting. Would this affect the "Back Adjusted" logic since the chart data for those days are not loaded i.e. skipped during replays? |