Question on backtesting Futures

Algos, strategies, code
1

Hi,

So as of now I use excel to backtest and am planning to buy amibroker and globaldatafeeds. My major doubt while backtesting futures is how do we work around the fact that a contract is only worth backtesting for 1 month back (as they are liquid only in the last month of its expiry). Like if I have to backtest for a year. I need the backtesting tool to look at 12 contracts.

Is there any feature in amibroker or some simple concept that I am missing. How do people generally backtest futures ?

2

You have to back test in Spot not in Futures.

3

But my time frame is 1 min. So shouldn’t we backtest on futures and account for all the small deviations; moreover the backtest won’t reflect a true picture of the strategy right. But if i were to do it on the futures how do we go about doing it.