backtest it, NT locked up. Makes sense in retrospect since the strategy was trying to use an indcator that had no values in the backtested data. Is there a simple code I could add to a particular strategy to prevent it from trying to run against back test data and thereby locking up NT? I understand I will not be able to test the strategy in a standard back test environment but I don't want to accidentally do this again. Also, is there any plan to add this "real-time" only data set to the existing data already included in backtesting? The DeltaBuySellVolume data is incredibly useful in trading and automated trading but the fact that it doesn't exist in backtested data greatly limits it's utility in any kind of automated strategy.
Thanks
DaveN
By the way, here is the line of code that blew up NT.
&& DeltaBuySellVolume("BR").Cumulative[0] > 0)
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