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Simulation end date vs. actual processed end date

Posted By rigi583 7 Years Ago
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Posted Sunday March 14 2010
Hi

The trading system I am back testing is using a macd indicator (12/26) and therefore using lead bars (26).

Simulation parameters:
Lead bars 26
Trade start date 1.1.2010
Simulation end date 12.3.2010

By running the simulation, symbols are only processed up to the 6.2.2010 also by accessing the "Scan"-tab the scan date shows 6.2.2010.

(1) I think this has sth to do with the lead bars but for calculating the macd, I need 26 bars in advance to even start. I don't understand why the system processes only up to beginning of Feb? It has all data to process the simulation until simulation end date.
(2) What happens if the system will be turned on live (which actually is my intention)? scan needs to be the most recent as of data today.

How to solve this problem?

Thanks a lot in advance for your answers
Posted Sunday March 14 2010
Do you have data through your desired end date? The actual end date could be earlier if you don't have data in your data store up to the end date you want.

Daniel
Posted Sunday March 14 2010
Daniel

I am not quite sure if I am following you. What do you mean with

"The actual end date could be earlier if you don't have data in your data store up to the end date you want."

Assuming I do not have data in my data store up to the end date, how can I achieve that? How can I check?
I have set up a new symbols list but nothing changed on the default settings.

Thanks for your replies
Posted Monday March 15 2010
You can check what is in the data store by opening a chart (double click on a symbol in the watch list), or going to the bar data editor (right click on a symbol in the watch list and click "Bar Data Editor").

To download updated data to your data store, click on the "Update Historical Data" button above the watchlist. See the watchlist pane help topic for more information.

Thanks,
Daniel


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