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Open Feature request MC-2804

Add native support to check completeness of data on backtest

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Description

Hello support,

Thank you for a great platform, I find it very helpful in investigating trading ideas and strategies.

Please add support to check the data against which a backtest is performed to see whether there are missing "holes" in the data. Obviously having large swathes of data missing renders a backtest useless. I've written a strategy that I think is a pretty good approximation of what I mean for the United States (you need to know the public holidays that's why it's country specific) - see the attached pln file.

Kind regards
Ettienne

Comments (1)
#1
user-offline.png  Ettienne (et1hugo)
Oct 02, 2022 - 18:49

Your "Attach a file" functionality does not work in Microsoft Edge or Internet Explorer - the following error pops up when that option is selected: "compact(): Undefined variable: article"

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