Data Discrepancy | Missing Data in Strategy

Hello Support,

I have been testing a strategy (on the Portfolio BackTester) on Hourly data for a futures instrument. I was running into validation issues as the results were not the way i expected them. I analyzed the logs and found that there was a problem with the data that was being used by the strategy in MultiCharts. The issue was that MultiCharts was not running on the midnight bar; i.e it ran on 2300 hours bar of Day 1 and then on the 0100 hours bar of Day 2, totally skipping the bar in between. We have the data for the midnight bar, so that is not an issue. Also, the 0100 hours bar is not correct data-wise as well.

I checked the session templates and they seem to be ok. Here is a screenshot of that:

http://screencast.com/t/hxX6paeMGVp

Is this a known issue? If so, is there any workaround for this? If this is not a known issue, then is there anything that we need to change in our settings to make this work?

Please advise.

Thanks

Hello master.aurora,

There will be no midnight bar. According to your session settings there will be the following bars around midnight: 23.00 - 23.59 - 01.00. If you are using 1 hour resolution and your code checks for particular 00.00 bar then due to the lack of such bar timestamp there will be no calculation between 23.00 - 01.00.

Thank you for your reply Henry. I have another question. Here are the session settings for my instrument:



In this case i have no problem with the midnight bar and i get all bars. But, at the start of each new week, the first bar was missing in MultiCharts. For example the 8/18/2013 7:00:00 PM bar is present in the data but the MC strategy doesn't run on this bar.

Can you please advise on this issue? If there is something else you would need to better understand the issue, do let me know.

Thanks
Umer

In this case i have no problem with the midnight bar and i get all bars. But, at the start of each new week, the first bar was missing in MultiCharts. For example the 8/18/2013 7:00:00 PM bar is present in the data but the MC strategy doesn't run on this bar.

Umer, I'm not sure I am following. Please clarify-Is 8/18/2013 7:00:00 PM bar present on the chart or not?
Is this the first bar of your data series plotted on the chart?
Does your script have the logic to be calculated only on certain bars?