I am doing some backtest jobs on my newly developed FX strategy by using the Strategy Analyzer. During the backtests, download 5-minute historical data from Interactive Brokers.
I have no problem with backtesting the strategy with data from 1 Jan 2009 to 8 Oct 2009, but when I tried to test with year 2008 data, there is a message box prompt saying that NJ has reached an IB limitation for historical data requests. It further says IB may reject all historical data requests for the next five minites.
It seems that NJ actually tried to download those 5-minute data of year 2009 even I set the backtest period to 1/1/2008 to 31/12/2008.. and i guess that's why i was prompted with the above-mentioned message box.
What can I do to solve this problem? Is there a way to stop NJ from downloading the data of year 2009 if I only want to backtest a strategy using the data of year 2008?
I will greatly appreciate if anyone can help.
Thank you very much.
Hiromichi
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