I am trying to backtest a strategy for a particular instrument (futures). Backtest does not execute trades (after 01/15/2012). I know for a fact that the conditions specified in the strategy were met on 01/22/2012 and 01/23/2012. It does not execute (on 01/23/2012 that is) whether the test dates are between 01/01/2012 and 01/24/2012 or whether the test dates are between 01/22/2012 and 01/24/2012.
Ideally, I want to run backtest one or two days at a time. Is there anything wrong I maybe doing?
I tried changing many of the test parameters but it has no effect. Please advise.
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