VIX bars are not added correctly

[aseke]

Hi,

I am back testing a strategy on VIX through Yahoo finance. The problem is that whatever starting date I enter it always start at 02/02/2010. I checked the historical data on my computer and I have data since 01/01/2005 and I can chart it. For those of your who are curious about it, I do not trade VIX I add it as a second bar series on ES but again because of the VIX the back testing starts only on 02/02/2010.

Anybody has any suggestions?

Thanks,

aseke

[aseke]

By the way I checked it with daily equity data from Yahoo Finance and they all start on 02/02/2010.

[NinjaTrader_JoshP]

Backtesting strategies only begin when all series have at least 20 bars (or whatever you have "Min. bars required" set to). The limiting factor could be your other series for the strategy.

[aseke]

No, that is why I am testing VIX alone. Even when it is alone the back testing starts only on 2/2/2010, this is the same with other stocks from Yahoo Finance, for example I test UPS daily data with a simple strategy alone and the first trading starts only on 2/2/2010.

Thanks.

[NinjaTrader_JoshP]

Unfortunately I am not sure I am following you. Your first post says you added VIX as a secondary series to ES. Please clarify exactly how you have it setup and what exactly you are testing. What exactly is the listed instrument you are testing? I suggest you use SampleMACrossOver for your test.

[aseke]

You can forget about ES. Just consider a case where daily VIX or UPS data from Yahoo Finance is used as the security and they are back tested using any strategy. The trading starts on 2/2/2010 whatever starting date is given.

[NinjaTrader_JoshP]

Please use SampleMACrossOver and provide all settings used in the Strategy Analyzer. Please switch to the chart tab and scroll to the very left. What is the start date?