Wierd Backtest + Datafeed issue

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bluefightingcat
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Wierd Backtest + Datafeed issue

Postby bluefightingcat » 13 Nov 2015

I've come across an issue. I'm not sure whether I am doing something wrong or whether this is bug.

I am trying to run a backtest on stocks using 15min as data 1 and 1 day as data 2. The chart information is downloaded and I've set my strategy max number of bars the study will reference to 50. Of course this means that for the backtest to work we need at least 50 days worth of daily bars.

Now there are a number of stocks which don't have so much data such as AAAP, ACBI, ACTX etc Mainly because they are new stocks/IPOs.

So after downloading the data I get an error "Data could not be obtained for the following symbols: xxx,xxx,xxx,xxx etc." Do you wish to continue without symbols listed?". I choose yes. No big deal. fair enough. Logical.

The issue seems to be that me choosing "yes" doesn't seem to have any effect. So after I click "yes" and the backtester tries to start I immediately get an error:

AAAP - Message: Study is missing Data 2 (which is my 1 day resolution data). Of course it's missing because this is a new IPO and doesn't have 50 days worth of data. Also I just agreed to ignore this stock previously when I clicked yes on the previous error.

However it seems that me clicking yes has no effect.

Is it more doing something wrong or is there a bug???

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Henry MultiСharts
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Re: Wierd Backtest + Datafeed issue

Postby Henry MultiСharts » 16 Nov 2015

Hello bluefightingcat,

We are currently analyzing this case.

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Re: Wierd Backtest + Datafeed issue

Postby bluefightingcat » 16 Nov 2015

One possible scenario is that the system is only ignoring one of the datafeeds for the affected instruments instead of both/all datafeeds for the affected instrument.

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Henry MultiСharts
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Re: Wierd Backtest + Datafeed issue

Postby Henry MultiСharts » 24 Nov 2015

Our engineers have identified the issue and forwarded to the development team.
At the moment the fix is targeted to the next minor platform update (MultiCharts 10).

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Re: Wierd Backtest + Datafeed issue

Postby bluefightingcat » 26 Nov 2015

Not sure how Multicharts versions evolve. If we are at 9.1 now then do I have to wait for 4 minor updates for this to be fixed? Any ballpark idea when we can expect this?

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Henry MultiСharts
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Re: Wierd Backtest + Datafeed issue

Postby Henry MultiСharts » 15 Dec 2015

Hello bluefightingcat,

Next platform update is MultiCharts 10. There is no ETA for the version yet. Please follow our blog to get the latest updates: https://www.multicharts.com/traders-blog/


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