Hi all. I’m looking into backtesting trading strategies for commodities. My problem is, that I can only test the currently available futures, but I want to test a specific commodity (eg- crude) and have the testing go back 5 years and switch to the next month’s contracts when the current one expires in the testing, and so on. So I need some backtesting that works like I was testing a stock, but for a commodity.
Do you know a way I can do this, or software to help.
(I hope this explaination makes sense!).
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Since most commodities stock chart has a ‘life span’, I don’t think you would be able to do it.
If you are doing back testing, then I would suggest you to look out for the current (spot) month chart.