Backtest fails on March 7th (Dax, 1-minute TF)
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- This topic has 5 replies, 2 voices, and was last updated 5 years ago by Nicolas.
Tagged: backtest, dax, KAMA, probacktest, Sma
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09/13/2019 at 3:19 PM #107482
Trying to backtest https://www.prorealcode.com/prorealtime-trading-strategies/kama-sma-trading-system-dax-mtf/ on IG with 200K data history (DAX €1, 1-minute TF, using MTF support), the backtest stops on March 7th, 2019.
You need to restart it from March 13th, 2019 at 00:00 to make it work through the end.
There must have been an issue with candlesticks from around 15:05 March 7th throogh March 12th.
1 user thanked author for this post.
09/13/2019 at 3:27 PM #107484The same strategy, launched on the same instrument from a 1-hour TF (with MTF support, but using only 1-hour TF for both the setup and default TF), starts, with 200K bars, from April 2006 and stops after 1 month.
You’ll have to restart backtesting it from Aug. 1st, 2019 to make it work.
1 user thanked author for this post.
09/16/2019 at 7:57 AM #10765909/16/2019 at 8:04 AM #107661The code is that from the library whose link is posted above.
I’ll report it asap.
09/16/2019 at 9:19 AM #107676Done. Report just sent.
09/16/2019 at 10:05 AM #107684The code is that from the library whose link is posted above.
ok sorry! thanks for the report.
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