System being automatically stopped

• 01/04/2023 at 6:39 PM #206796
  TimH

  My system is being automatically stopped, generating the following error…

  server.strategy.probacktest.error.obacktest.error.missing_data

  A little more background…

  • The system runs ok against US Tech 100 DBF spreadbet
  • I am getting the error when running against the CFD equivalent, “US Tech 100 Cash (£1)”
  • I am using V11.1 of ProOrder (see attached screenshot)

  I’d be grateful for any guidance on how to trouble shoot this.

  Thanks, Tim.

  

  TimH

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  01/04/2023 at 6:57 PM #206800
  GraHal

  How many bars are you backtesting over?

  Try backtesting over less bars … significantly less bars … see if it makes any difference?

  

  GraHal

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  01/05/2023 at 10:20 AM #206812
  robertogozzi

  @TimH

  Do not double post. Ask your question only once and only in one forum. All double posts will be deleted anyway so posting the same question multiple times will just be wasting your own time and will not get you an answer any quicker. Double posting just creates confusion in the forums

  Thanks 🙂

   

  

  robertogozzi

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  01/12/2023 at 9:52 PM #207308
  ola2000

  I have the same problem on my OMX (20SEK) index system running it live. I have seven other similar system running on DAX, Wallstreet, Nasdaq, FR40, FTSE100 and Russel2000, but they all run perfectly without any stops. I have tried the Preloadbars line from 500 to 10000, but it makes no diffrence.

  

  ola2000

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  01/12/2023 at 10:21 PM #207310
  GraHal

  GraHal wrote:

  How many bars are you backtesting? Try backtesting with fewer bars…significantly fewer bars…see if it makes a difference?

  Did you try my suggestion?

  My logic for suggesting it is that maybe on OMX (20SEK) there is not data going back as far as you are trying to backtest on.  So try 1k bars if that works try 10k bars then 100k bars etc … see where it falls over / stops working?

  Let us know how you get on please?

  

  GraHal

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  01/12/2023 at 10:26 PM #207311
  ola2000

  No problem backtesting on 200k bars. Its when i go live it stops with that error. But I take it down to 10k backtest, then prepare for trading, and will see if it stops tomorrow. Thanks.

  

  ola2000

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  01/12/2023 at 10:36 PM #207312
  GraHal

  Ah gotcha, I saw backtest in TimH original post.

  So if in Live, are you sure you are using >= minmum position size for  OMX (20SEK)?

  I can’t recall ever having that ‘missing data’ error in Live running.

  

  GraHal

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  01/13/2023 at 10:44 AM #207326
  GraHal

  More thoughts / ideas … is your code running on a low Timeframe 1 min or less?

  If Yes,  it could be that at some point there is a missing bar / a bar with no price movement i.e. open, close, high and low all at same value or even open and close at same value??

  You may need to add sinilar to below into your code at some appropriate point (can’t be more specific without seeing the code) …

  C1 = min(1,C2)  // the min(1, gives a value if a bar is missing

  

  GraHal

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  01/13/2023 at 6:54 PM #207393
  ola2000

  I will try and and implement your suggestion in the code this weekend and try it out on monday live. Thanks!

  

  ola2000

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