How can I solve this problem? Is there any way to check if instrument was traded during the whole range I need before using Add(instrument)?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Backtesting multiinstrument strategy wrong date range
Collapse
X
-
Backtesting multiinstrument strategy wrong date range
I'm backtesting multiinstrument strategy on a date range(for example 01.01.2011 - 12.01.2011). If there is a symbol in a list which is traded only part of that range (since 06.01.2011) all strategy executing only on the range of this instrument(since 06.01.2011).
How can I solve this problem? Is there any way to check if instrument was traded during the whole range I need before using Add(instrument)?Tags: None
-
I think I can use your code in OnBarUpdate(). And I need to use it in Initialize() before Add(). Should be smth like this:
protected override void Initialize()
{
if(EnoughData on Symbol)
{
Add(Symbol, PeriodType.Minute, 1);
}
}Last edited by nysetrader; 03-20-2012, 10:37 AM.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by jourdale, 03-16-2024, 06:33 AM
|
3 responses
40 views
0 likes
|
Last Post Today, 06:44 PM | ||
Started by henryd333, 03-22-2021, 08:18 AM
|
18 responses
930 views
0 likes
|
Last Post Today, 06:07 PM | ||
Started by PaulMohn, Today, 05:51 PM
|
0 responses
4 views
0 likes
|
Last Post
by PaulMohn
Today, 05:51 PM
|
||
Started by johnathanhebert, 03-01-2024, 05:38 PM
|
8 responses
60 views
0 likes
|
Last Post Today, 05:48 PM | ||
Started by endystrike, 12-06-2016, 09:52 AM
|
144 responses
8,610 views
0 likes
|
Last Post
by bobperez
Today, 04:08 PM
|
Comment