Using NT 8.0.28.0 64-bit, Lifetime edition. Using Continuum for datafeed.
I created an ES strategy in Strategy Builder and I'm backtesting it in Strategy Analyzer. The strategy runs intraday and is high dependent on price action at the 1-second interval, so backtesting this strategy requires using 1-second intervals in Strategy Analyzer.
I have no issues backtesting my strategy going back 1 year (i.e., to August 2022) using the ES 09-23 instrument (using Merge back adjusted) and price using a 1-second interval in the Strategy Analyzer. However, once I backtest further back from August 2022, say from August 2021-August 2022, no output is recorded on the 1 second chart or in the results. There is no issue if I use a 1-minute chart.
I ran the Sample MA crossover strategy, and it looks like the same issue using a 1-second chart more than 1 year ago.
Question: can one backtest any strategy using a 1-second chart using data more than 1 year ago? I checked my historical data, and it looks like I still get minute data more than 4 years out, but tick data stops 1 year out. Is this related?
Thanks.
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