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Backetest is working only from the past 5 days and misteriously dosn't beforeThatDate
I have a very simply strategy ( it's just at the first step of development ) that buy after a green candle with a body of minimum 15 pts and sell after a red candle of 15 pts..... TArget and stop are fixed... It's that simple .
So I have a Chart with the 10 minute DAX future and when I run the backtest it is only doing backtest starting from the 7th of october (today: now is the 11th) so I can only see the last 5 days... The chart settings date start from the 6 of september.....
So anyone has ever experienced an issue like this? There's not date indication or limitations in the code...
If I run the strategy with 1 minute chart it is running from the 10 of september... so almost from the beginning of the chart... but with 10 minutes it is only calculating the last 5 days...
Any Ideas??? Any help is appreciated .... I already checked all the possible settings with not luck...
BTW: Max Bars That the study can reference is 2500... it's not the problem here.
Thanks
David
Can you help answer these questions from other members on NexusFi?
can you elaborate why Max Bars back is not the problem here? How many bars do you have on the chart in total and was is the bar number of the first signal?
In fact with 10 minute bars for the Dax and starting on the 6th of September it's not unlikely that the high Max bars setting you are using is causing the trades to appear only on the last 5 days as your settings will skip the first 2500 bars.
Max Bars back is ABSOLUTELY the problem here. Max Bars Back is supposed to be as SMALL as possible.
By setting it to 2500, you are telling the backtest to wait 2500 bars before taking any trades.
I am certain that is not what you want.
You want Max Bars Back as small as your strategy can tolerate.
Kevin
This is a very common issue, from e-mails I get from other traders. When people see "Max bars" they think the number should be big. Like I told someone yesterday:
"The number is really confusing, you want it as SMALL as possible. If you had a 49 period moving average, then Max number of bars = 49. If it was 14 period ma, then MAX = 14.
So you really want MAX number... to be the minimum possible!
Tradestation worded it completely wrong. It should be “minimum number of bars needed to initialize calculations”
I just realized now that I didn't replied here but only at the official MC forum.
You were right, that was the problem. I lowered the number and it worked.
