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Error on loading chart data during walk forward but not when I open a chart

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    Error on loading chart data during walk forward but not when I open a chart

    I'm running a walk forward analysis on a portfolio of 200 stocks. When I run it, I get MANY prompts saying "Error on loading chart data for...XXX"

    When I investigate further and go and open a chart corresponding to stock XXX, it works! Even while the walk forward analysis is still running, I can go and open a chart of the exact same stock with the latest data.

    Does Yahoo limit the number of API queries you can do or something?

    Thanks

    #2
    Hi scottyheist,

    Yahoo does not limit the number of historical data requests you can do.

    On your chart that is open to that instrument, are you able to view the data all the way back to the beginning of the walk forward optimization start date?

    Does your strategy have multiple time frames such as an added tick interval?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea,

      Thanks for your response. I think the issue is that for stocks which don't have data starting before the start date of the WFA, a prompt will come up indicating there is an error.

      I've performed a backtest on the same 200 stocks with the same analysis start date used in my WFA and the error prompts don't appear.

      The best solution I can think of to avoid the error prompts appearing during a WFA (and subsequent increase in cpu time) is to go to Tools > Options > Data > uncheck get data from server

      However to ensure that I have to most up-to-date data, I think I need to run a back test on all the 200 stocks with 'Get data from server' checked, which should force all the stocks' individual databases to have the most recent data.

      Does this all sound correct?

      Thanks

      Comment


        #4
        Hi scottyheist,

        I do believe that is the issue. The data is not available from the start date of your backtest. I recommend that you open a chart to that instrument (with Get data from server if available checked) with 'Load data based on' set to CustomRange and the start date set before the date of the backtest start date. This will load as much data as possible. Then go back and look to see what date the first bar of data has. Be sure that your backtest start date is after the date of the first bar of data.

        By having the data available this should stop the error.
        Chelsea B.NinjaTrader Customer Service

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