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Historical data loading problem

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    Historical data loading problem

    This is basically my problem:

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    This started with the latest beta (b20) - before I did not have these problems. BTW, this is after a clean reinstall.

    My charts show ES minute data going back for one year. For some reason the backtester does not take it. Again, this is happening on any strategy, even your default ones.

    Thanks,

    Mole

    #2
    Hello Mole,

    Can you please check the 'Merge policy' setting for the instrument you backtested. I suspect it does not merge older expiries, thus it will only use historical data for the expiry you backtest.

    Please go to Control Center-->Tools-->Instrument Manager, highight the ES and click Edit. Check what setting is used for 'Merge policy'. If set to 'UseGlobalSetting', please go to Control Center-->Tools-->Options-->Data-tab. Ensure 'Merge policy' is set to MergeBackAdjusted or MergeNonBackAdjusted.

    Subsequently perform the backtest once more and check if it will use the requested historical data.

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      #3
      Hello Jason:

      Thanks for getting back to me. I actually figured out that this is a data problem I have to address with IQFeed.

      Thanks!

      Mole

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