Comment on Streak just got a whole lot better
commented on
22 Feb 2019, 11:21 AM
Need to understand whether Future contracts backtest happening with Continous data or only with that specific contract ?
For example IF I include the contract BANKNIFTY FEB FUT (For 2019) and start date as 1/FEB/2018 to 21/FEB/2019 and running backtest will display results for all the current month contracts {BANKNIFTY FEB FUT(for 2018),BANKNIFTY MAR FUT(for 2018),BANKNIFTY APR FUT(for 2018) …… till BANKNIFTY FEB FUT(for 2019)} or backtest happens only for BANKNIFTY FEB FUT (For 2019) ?
My expectation is for all the active current month contracts that is {BANKNIFTY FEB FUT(for 2018),BANKNIFTY MAR FUT(for 2018),BANKNIFTY APR FUT(for 2018) …… till BANKNIFTY FEB FUT(for 2019)}