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Strategy error when run through Analyzer with historical data

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    Strategy error when run through Analyzer with historical data

    I am connected to CQG live (Amp Futures), running Strategy Analyzer with Backtest option.
    1. MACrossOver runs fine
    2. My strategy was ignoring historical data cause was I was testing mine against playback data
    3. I realized all the data from backtest is coming in as historical, so I removed the historical data check
    4. Now I get the following error when I run the backtest " Error on calling 'OnBarUpdate' method on bar 2: 'GetAtmStrategyUniqueId' method can only be called in state 'Realtime'

    I am able to test mine against playback data, however need to run Strategy Analyzer so I can tweak parameters and analyze.

    #2
    Hello higher.high,

    Thanks for the post.

    Based on the error and method being reported I would take a guess that you are creating a strategy that uses ATM's is that correct? If so those type of strategies can only be used in Realtime data. The ATM strategy system is a realtime tool and would not be something which you can use the backtesting tools for. You could forward test through playback data or use the simulated data feed to trend for testing.

    The historical tools would use the managed or unmanaged order handling to report orders in the Strategies performance. When using ATM's that is a separate strategy which you start and its performance is not directly related to the strategy that started it.

    I look forward to being of further assistance.

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