Hi,
I have recently started using multicharts. I am facing a very basic problem. When I backtest my strategy on historical data the starting date of strategy becomes 3 months plus the day which i have set. e.g if i have set the starting date of strategy at 3/16/2012 it will start the execution from 5/29/2012.
It seems that the data coming in to the strategy is always 2 and a half months ahead from the starting date of data.
Is there any backfill setting inside Multicharts that is enforcing this?
Best Regards,
Umer
[EDIT]
Sorry, i posted this in the wrong section by mistake.
Stratgey Data discrepency
- master.aurora
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- Andrew MultiCharts
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Hello master.aurora,
Most likely you are talking about MaxBarsBack parameter. Each script requires a particular number of bars to be calculated and give you any first result on chart. This number of bars depends on your script.
Most likely you are talking about MaxBarsBack parameter. Each script requires a particular number of bars to be calculated and give you any first result on chart. This number of bars depends on your script.
- master.aurora
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Thank you for your reply.
Actually i am having this issue in the portfolio backtester. I havent ben able to find this property in the Portfolio backtester.
Regards,
Umer
Actually i am having this issue in the portfolio backtester. I havent ben able to find this property in the Portfolio backtester.
Regards,
Umer
Hi master.aurora,
I was having the same issue. The MaxBarsBack param is set by right clicking on the "Strategy" in the "Portfolio Tree" within the Portfolio Backtester. I had been clicking on the Signal itself and couldn't find it there!
I found this post that clarified it:
viewtopic.php?f=1&t=7863&hilit=MaxBarsBack
Ed
I was having the same issue. The MaxBarsBack param is set by right clicking on the "Strategy" in the "Portfolio Tree" within the Portfolio Backtester. I had been clicking on the Signal itself and couldn't find it there!
I found this post that clarified it:
viewtopic.php?f=1&t=7863&hilit=MaxBarsBack
Ed