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Data missed by the simulation

Posted By airone Last Year
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Posted Monday August 29 2016
Hi,
I built a trading system in RE and I used a historic package of daily Futures ascii data (imported in RE) or from Yahoo Finance (for world indexes). I checked the data and they seem to be correctly imported in RE. When I run a simulation the system forgot to take into account some parts of my data. For example, I run a simulation from 01/01/1995 to 01/01/2016 and the system trades from 1995 to 2004 bypass the data from 2004 to 2008 and trades again from 2008 to 2016. I checked that there was enough fund to trade and that there was buy/sell signals in this missed period. I can added that the period missed by the system is different for each Futures imported (sometimes all the data work). I checked too the parameters of my simulation (period of trade…). Do you have any idea why the system missed some part of my data?
Thanks for your help.
Best regards,
Erwan


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