Backtesting an 'index'...

[Sidhartha]

This may be a silly question, and I know results would only be theoretical... but can run a strategy backtest against an 'index' (i.e. the S&P 500) as opposed to a futures contract on an index...?

Because I'm trying and not getting any entry prices for 'trades' (and hence exits). Could be a bug in my code. Just checking that it is theoretically possible...??

Many Thanks

[NinjaTrader_Dierk]

You only can run backtests against tradeable instruments

[Sidhartha]

Thank you.

[J_o_s]

You only can run backtests against tradeable instruments
Quite a shame, because indices can be traded through options, so the ability to backtest an index would be nice.

A little bit annoying to have to convert al my indices to futures or stock instruments.