Newbie qn: which data do you use for indicator/back test for non day-trading trade?

Discussion in 'Data Sets and Feeds' started by gaiusparx, Oct 18, 2008.

  1. gaiusparx

    gaiusparx

    I would like to run some indicator study/back test ES and YM for let say eod data for the past 12 months, for swing trade or longer term trend play. Wondering what data do you use, since due to the settlement date, futures contract is only actively traded during period prior to its settlement date.

    Is 'continuous futures' something I should be looking at? Any pointers to good resource on it is much appreciated.

    Or is indicator/back test technical study not meant for futures market?

    Thanks. I am on IB and is learning NinjaTrader.