How can I solve this problem? Is there any way to check if instrument was traded during the whole range I need before using Add(instrument)?
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Backtesting multiinstrument strategy wrong date range
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Backtesting multiinstrument strategy wrong date range
I'm backtesting multiinstrument strategy on a date range(for example 01.01.2011 - 12.01.2011). If there is a symbol in a list which is traded only part of that range (since 06.01.2011) all strategy executing only on the range of this instrument(since 06.01.2011).
How can I solve this problem? Is there any way to check if instrument was traded during the whole range I need before using Add(instrument)?Tags: None
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I think I can use your code in OnBarUpdate(). And I need to use it in Initialize() before Add(). Should be smth like this:
How can I check it?protected override void Initialize()
{
if(EnoughData on Symbol)
{
Add(Symbol, PeriodType.Minute, 1);
}
}Last edited by nysetrader; 03-20-2012, 10:37 AM.
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