"Data could not be obtained" during back testing  [SOLVED]

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Ebergies
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"Data could not be obtained" during back testing

Postby Ebergies » 23 Nov 2013

Hello,

I was using the backtester and keep encountering this message "Data could not be obtained for the following symbols: NDX.X, ASCII Mapping"

My signal is using 2 data streams which the first one is real-time data from IQFeed (and worked fine when testing alone.). However after added the second data stream (as daily data), it just failed and popped this message.

The NDX.X ASCII data worked fine in chart window.

How do I solved this problem?

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Henry MultiСharts
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Re: "Data could not be obtained" during back testing

Postby Henry MultiСharts » 25 Nov 2013

Hello Ebergies,

Please specify a From -To data range excluding current day on your chart in MultiCharts (Format->Instrument->Settings tab). If you are able to get the same amount of bars for both data series on a chart - please specify the same data range in the Portfolio Backtester.

Ebergies
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Joined: 23 Nov 2013

Re: "Data could not be obtained" during back testing

Postby Ebergies » 25 Nov 2013

Hello Henry,

Thanks for your reply. Since you mentioned "the same amount of bars", does it mean the data stream could only use the same resolution at once? Hmm... I may try it later.

Ebergies
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Re: "Data could not be obtained" during back testing

Postby Ebergies » 25 Nov 2013

Alright, I just tested to give the minute ASCII data and it didn't work.

However, since the resolutions are the same, the bar numbers are still different (because the data 1 is NQZ from CME and the data 2 is NDX from NASDAQ.) Does it mean that it cannot use the data from different exchanges as the informational instrument?

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Henry MultiСharts
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Re: "Data could not be obtained" during back testing

Postby Henry MultiСharts » 26 Nov 2013

Hello Ebergies,

Sorry, I was referring to the same data interval for both data series on a chart, not amount of bars.
That is possible to use different resolutions and instruments from different exchanges.

Please try the following:
1) Close QuoteManager and Portfolio Backtester;
2) In MultiCharts go to File tab->Preferences->Data server mode;
Set it to offline mode;
3) Start Portfolio Backtester;
4) Try to backtest your portfolio - if you are unable to do that please send me (support@multicharts.com) the following information or come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information:
- portfolio workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on any of them->Export data->Export instrument (with data). Send me the Qmd export file for analysis;
- if you are using ASCII mapping from external file - please send the file itself;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspace you are providing. Send me the study export file.

If the file size is >10 mb please upload it to any file sharing hosting and send me the download link.

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Henry MultiСharts
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Re: "Data could not be obtained" during back testing  [SOLVED]

Postby Henry MultiСharts » 27 Nov 2013

Thank you for the provided information. We have tested your case on our end.
Here is what we have found based on your setup:
1) Your test workspace is using NDX.X instrument while the data file is for NQX.X instrument.
Make sure you have the correct symbol in your QuoteManager/using the correct symbol in Portfolio Backtester.

2) The data range in you test workspace was set to 11/20/2013 up to current date. That is just a week worth of data.
The "max bars back" (Right click on the main strategy in Portfolio tree->Show Properties->Properties) in your workspace is set to 55. That means you need to have at least 55 bars on each data series to get the signal calculated.
The first date for your IQfeed instrument data is 2/9/13. So if you set the portfolio workspace data range to start from 2/9/13 then the strategy is backtested successfully.
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