I'm trying to back test a strategy I wrote on the SP500 (CBOE) cash index and it's not generating any results. The strategy works fine when back tested on equities, futures and currencies but for some reason it's not working with the SP500. Also the custom indicator that I'm using as the premise for the strategy works just fine with the SP500 when applied as an indicator, but when applied within the strategy nothing happens. Does strategy analyzer have something against back testing on indexes or is it something that I'm missing?
SORRY (I posted in the wrong section)
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