Support Board
Date/Time: Tue, 17 Mar 2026 20:47:42 +0000
question on back-testing
View Count: 25
| [2026-03-17 15:38:52] |
| User415537 - Posts: 1 |
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Good evening, sorry for the late message. I'm supposed to backtest the S&P 500 in 2016, and I'd like to know if my method is correct (including whether the candlestick data is accurate or not) or if I need to revise a few things. Thank you very much in advance. (original) buona sera,scusi l'orario tardi in cui invio il messaggio. Dovrei fare backtest su S&P500 nel 2016 e vorrei sapere gentilmente se come ho fatto va bene (compresi i dati veritieri o meno delle candele) oppure devo rivedere alcune cose. Grazie mille in anticipo Date Time Of Last Edit: 2026-03-17 15:40:58
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| [2026-03-17 19:04:35] |
| John - SC Support - Posts: 45154 |
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We are not really understanding what you are asking. The choice of a Continous Futures Contract method is up to you. Just understand that a Back-Adjusted chart has the previous contracts data adjusted up or down to match to the next contract, so the data will NOT be the same data as in 2016. Refer to the following: Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options The choice of how to backtest is also your choice. Refer to the information on the following page for the options: Auto Trade System Back Testing For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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