##-##?

[kenb2004]

How does this work?

[NinjaTrader_PatrickH]

Hello kenb2004,

Thank you for your post.

The ##-## expiry on a future in NinjaTrader is used to pull the continuous contract. Although, some data providers may not support continuous contracts in NinjaTrader.

Are you looking to use the continuous contract? If so, for what instrument?

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)

Who are you connected to? This is displayed by green on lower left corner of the Control Center window.

I look forward to assisting you further.

[kenb2004]

I am using NinjaTrader 64-bit 7.071000.10, CL and Vision.

I backtested CL 6-12 for 3 weeks, 4/24/12 to 5/15/12 and then the same date range for CL ##-## and got entirely different results. They would both be CL spot month, there should be no difference, since CL 6-12 became the spot month 4/19/12. So why different results?
Thanks

[NinjaTrader_PatrickH]

Hello kenb2004,

Thank you for your response.

Please provide a specific date and time that you see this difference.

What interval are your charts? What session template is used? You can check this by right clicking in your chart > select Data Series > check the session template parameter.

I look forward to assisting you further.

[kenb2004]

Date range is above, time is 9 AM to 14:25 PM. Session template is a modified Default 24/5 (12:01 to 11:59 PM Monday through Friday). Chart is a 3 LineBreak/37Tick. All I did was change CL 6-12 to CL ##-## when backtesting in the Strategy Analizer.

[NinjaTrader_Joydeep]

Hello kenb2004,
Thanks for writing in and I am replying for Patrick.

If you backtest using the SampleMACrossover strategy on a say one minute chart with the same settings, are you getting the same result or the results still vary for CL 06-12 and CL ##-##.

In the Trade tab of the Strategy Analyzer, what is the entry date for the first entry trades for both the instrument.

I look forward to assisting you further.

[kenb2004]

Yes, I am getting the same results for both instruments using a 1 minute dataseries. The date range I used is in post #3. However when I changed to a 3 LineBreak/37Tick dataseries, using the same date range and the same SampleMACrossover, the results were totally different for the 2 instruments.