Click here to Login





                                                   Trading System time period not including start day

  0

0
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

  0

first day of year is not trading day


EdL
2013-02-10 22:57:30

  0

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

  0

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



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
    To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










    QuantShare

    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 generate buy/sell signals from a trading system
    How to detect stocks trading near all time highs
    How to debug a trading system using the money management tool
    How to optimize an indicator in your trading system
    How to add a metric in the trading system simulation report

    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









    QuantShare
    Product
    QuantShare
    Features
    Create an account
    Affiliate Program
    Support
    Contact Us
    Trading Forum
    How-to Lessons
    Manual
    Company
    About Us
    Privacy
    Terms of Use

    Copyright © 2025 QuantShare.com
    Social Media
    Follow us on Facebook
    Twitter Follow us on Twitter
    Google+
    Follow us on Google+
    RSS Trading Items



    Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.