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Indicator Calculations Backtesting
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Indicator Calculations Backtesting
I am backtesting a strategy that includes a 200 SMA, for dates say, 1/1/10-12/31/10. The trouble I am having is that the indicator does not have the correct value until the 200th (or close to) bar, or about 11/1/10, leaving calculations incorrect before then. I have plenty of historical data, that's not a problem. Changing "maximum bars look back" doesn't seem to change anything, the same for "min bars required" I can fix the problem by increasing the time period to approx 1/1/09-12/31/10 and looking at the results for only 2010, but I was wondering if there is a way to have the indicator calculate itself correctly starting on the start date.
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