Backtest fails on March 7th (Dax, 1-minute TF)
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Forums › ProRealTime English forum › ProRealTime platform support › Backtest fails on March 7th (Dax, 1-minute TF)
Tagged: backtest, dax, KAMA, probacktest, Sma
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.
The 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.
The code is that from the library whose link is posted above.
I’ll report it asap.
Done. Report just sent.
The code is that from the library whose link is posted above.
ok sorry! thanks for the report.