Trading System time period not including start day

Trading System time period not including start day

EdL
2013-02-10 20:33:17

Hi,

I have created a new Trading System and under "Symbols and Dates" and I have selected a a "Period" From 1/1/2009 to 12/31/2009.
However, the system only seems to start trading as of 1/2/2009 and the chart only shows bars and trades from this date onwards. The 1/1/2009 has not been included.
To include the 1/1/2009 I have had to alter the start date to 12/31/2008.

Is this desired behaviour or should the start date be included?

Personally I think the start date should be included in the range i.e. it should run from 00:00 on 1/1/2009 (or form the first available bar on that date) through to 23:59:59 on 31/12/2009 (or to the last available bar on that date)

clonex
2013-02-10 22:26:33

first day of year is not trading day

EdL
2013-02-10 22:57:30

That is normally the case with most equity and futures markets, but Forex can still be traded. The historical data I have for 1/1/2009 has minute bars throughout the day indicating that it was a trading day. My point is that if the start of the range is 12/31/2008, then trade signals are present on 1/1/2009, but if the range starts on 1/1/2009 then for some reason it is not included.

EdL
2013-02-15 12:00:15

Best Answer

I emailed QuantShare Support and they respponded with the following:

---

Hi Ed,

This default behaviour will be changed for the next release.
Thanks for pointing this.

Regards,
The QuantShare Team

Get more messages

No more messages

Back


Trading Items Multiple Time Frames Trading System - Price / Moving Average Cros... Hull Moving Average Strategy - Multi Time Frame Trading System Vary the Start Date of a Trading System Simulation Ratio of the Short to Long-Term Moving Averages - ETF Trading Sys... Adaptive Trading System - Minimum Percent Winners and Percent Inv...	How-to Lessons How to optimize an indicator in your trading system How to detect stocks trading near all time highs How to debug a trading system using the money management tool How to add a metric in the trading system simulation report How to hide a trading indicator from a particular time frame
Related Forum Threads Trading System using multiple time frames Watchlist not recognized by trading system Day trading system How can i download additional data not within the standard time p... Trading System Simulation Errors	Blog Posts Day Trading: A trading system that combines intraday and EOD data Troubleshooting a Trading System 9 mistakes you should avoid when backtesting an end-of-day stock ... How to build and backtest a robust stock trading system Money Management: Optimize a trading system