I tried to backtest a multitimeframe strategy between 2006 and now, but it doesn't take any trade before 2009 (without reason as all the data is well loaded). I tried to backtest another strategy (Moving average crossover, native in NT8) with the same parameters and it trades before 2009. I checked the code several times but can't figure out the issue, does't it come from the fact that I use two data series with the first strategy and not with the MA cross?
Found out why : the CQG continuum doesn't provide daily data before 2009... while I have minuts data since 2006. A bit strange
Thanks,
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