Backtest MHI in Ninjatrader

Background

• Ninjatrader version 8.0.21.1 64-bit
• MHI, tick data bought from Tick Data Suit, symbol: HK40

Import data

Backtest Instrument

Select Merge back adjusted, and do a backtest in Strategy Analyzer. The absolute value of the chart is wrong, but the relatively value is correct, for example the bar length is right.

 

After the first round, select Merge non back adjusted, and do the backtest again. This time the value of the chart is correct.

Reference

Here is a problem related to the chart data not correct. Link.
This problem is due to future rollover problem, we should select the correct scheme while backtesting. Merge Policy