assembling tick data contracts for backtesting

["jonmac" <jonmac@xxxxxxxxxxx>]

Hello Omega List

I am new to backtesting on intraday data, and ask the following;

Is there any difference to backtesting with XPO compared to ASCII ?

#1 - Would it be preferable to make an unadjusted, continuous contract and
including code to go flat at the end of each contract ?        ..........or
either of the following...

#2 - simply make a backadjusted contract ?        ..........or......

#3 - make an unadjusted, continuous contract, splicing each somewhere  where
prices cross prior to the end of each contract ?

#4 - Do not make a continuous contract. Just backtest each individually,
from a rollover date, then assemble the results of the series?

While some of the reasoning for a decision may seem obvious, I ask the
experienced for help with any pointers that no doubt could save many hours
on the kick off.

Thanks in advance
Jon Macmichael