NT appears to have the feature that it only tests for instruments added to a strategy when it has all the data for all the instruments in the a strategy.
That is, if I have the whole S&P500 in a strategy and I want to test the last decade of daily data. However, not all the constituents have 10 years of data. NT appears to only test the constituent with the least data. E.g. LYB history only goes back to 2010. Therefore, NT will only start testing when it has that data and not the other constituents which have more data.
What are the options here? I want NT to start testing on the data it has. Is there some sort of override in the backtest?
Thanks,
ST10
Comment