Can TradersStudio simulate trading strategy that takes in actual front month contract data? If so, how do I deal with the problem of different rollover date, and different number of rollovers per product. I know TradersStudio can do simulation with a flat file of back adjusted data. Here is my take to do real back adjusted data simulation with actual front month contract data: Always run the simulation with front month contract, on rollover date, back adjusted everything in the history to make sure indicator calculations would be right. Of course, the historical back adjusted data must be also be saved along the way, so only the most recent difference would be taken. So how do I do it with TradersStudio? This should give the most acurate simulation with the actual trade price, and correct indicator calculations.

I have not tried this yet but here is the theory. Put the front month contract in the series to take the trades and the continous contract in independent1.

You can calculate your indicators off of  the continous contract. You would add each front month contract, continous contract pair , just like creating a portfiolo to trade. The final step would be to create a function which looks up the symbol and limits the trading dates in the system.