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[ASK] Multicharts backtesting problem - pls help
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[ASK] Multicharts backtesting problem - pls help

  #1 (permalink)
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[ASK] Multicharts backtesting problem - pls help

Hi Guys

I recently started working on Multicharts and did a few charts importing from ACII.

I am however having problem with backtesting some of the build in strategies. I follow the instructions yet I keep getting the error: DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.

I went through all the settings 9 times did all the bar and magnifying settings etc.
The 2 signals I tested out were Bollinger Bands LE and SE.

Hope someone can help me with this.

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  #2 (permalink)
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You need to provide a lot more details. Exact type of data imported, how much of it, length of backtest, etc.

Did you open a chart and confirm the data is valid?

Is it tick data? Minute data? Daily data?

Mike

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  #3 (permalink)
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Try a much smaller amount of data ( maybe 15days) and see if it will generate any signals.. and like Mike said- examine to see if the data is there and complete. (Correct order etc)

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  #4 (permalink)
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Hi yes the data is working and I can put my signals on the chart to see how it look.

The data is in basic ASCII format and is in 5min intervals i.e.

2009/09/17,08:34:53,23472,23650,23472,23650,41
2009/09/17,08:39:37,23650,23700,23649,23700,74
2009/09/17,08:44:12,23700,23700,23680,23680,54
2009/09/17,08:49:53,23680,23727,23680,23727,19

It goes back to the above date from the current date. I have tried doing a back test with less bars, but get the same error then. I just hate not getting it right because I want to start back testing my own strategy, but can't even get the build in ones to work.

Thanx for the reply's guys.

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  #5 (permalink)
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jacoGreeff View Post
I am however having problem with backtesting some of the build in strategies. I follow the instructions yet I keep getting the error: DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.


jacoGreeff View Post
Hi yes the data is working and I can put my signals on the chart to see how it look.

How come your signals work while at the same time you get that error?

Do you have a screenshot or something? What's you MaxBarsBack setting (see Strategy Properties for your signal)?

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  #6 (permalink)
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Jura View Post
How come your signals work while at the same time you get that error?

Do you have a screenshot or something? What's you MaxBarsBack setting (see Strategy Properties for your signal)?

my max bar setting at 2000 bars and I was testing it on the build in signal pair that comes with multicharts as stated in first post.

I looked at the signal on my chart and seems to be working on there, but when I go to portfolio backtesting I keep getting that error.

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  #7 (permalink)
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jacoGreeff View Post
DATA FOR NONE OF THE LOADED SYMBOLS IS SUFFICIENT FOR BACK TESTING OR OPTIMIZATION.

I have only 1 day of MC experience, but I had a similar problem yesterday. In my backtester my starting date was set to 2012 while my data is for 2010.

Once I changed that it worked.

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  #8 (permalink)
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some potential issues with Multicharts backtesting / walk-forward optimization

Some logged problems regarding Multicharts backtesting / walk-forward optimization which have not been reviewed/commented by Multicharts so far:

MultiCharts Project Management - Issue MC-1026 - Walk-Forward Logic is Flawed
MultiCharts Project Management - Issue MC-1478 - Display Walk Forward Optimization Parameters for next Out of Sample period if incomplete
MultiCharts Project Management - Issue MC-1479 - Continuous Walk Forward Optimization

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