I'm running a backtest on a multi-instrument strategy more then 100 names.
My problem is that if one of the instrument has less data all the backtest is done only on the data period of the shortest instrument.
I understand this is the design of NT but my problem is how can I identify which is the shorter data instrument so I can add more data to him without going over all the list one by one which is impractical.
I hope I made my problem clear enough.
Thanks in Advance,
Roy
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