Black vertical line in Probacktest

• 04/01/2019 at 6:27 PM #95249
  pableitor

  Hi,

  I am testing the attached simple system for Daily data:

  simple RSI system

  T=18 P=30 EMA1 period = P EMA2 period = 5 * P I1 = RSI[14](close) I2 = ExponentialAverage[EMA1](close) I3 = ExponentialAverage[EMA2](close) C1 = I1 CROSSES UNDER 30 C2 = I2 > I3 C3 = I1 CROSSES OVER 70 C4 = I2 < I3 //Conditions for long positions IF NOT LongOnMarket AND C1 and C2 THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions for exit long positions If LongOnMarket AND BARINDEX - TRADEINDEX > T THEN SELL AT MARKET ENDIF // Conditions for short positions IF NOT ShortOnMarket AND C3 AND C4 THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF // Conditions for exit short positions IF ShortOnMarket AND BARINDEX - TRADEINDEX > T THEN EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31

  T=18 P=30 EMA1 period = P EMA2 period = 5 * P   I1 = RSI[14](close) I2 = ExponentialAverage[EMA1](close) I3 = ExponentialAverage[EMA2](close) C1 = I1 CROSSES UNDER 30 C2 = I2 > I3 C3 = I1 CROSSES OVER 70 C4 = I2 < I3 //Conditions for long positions IF NOT LongOnMarket AND C1 and C2 THEN BUY 1 CONTRACTS AT MARKET ENDIF   // Conditions for exit long positions If LongOnMarket AND BARINDEX - TRADEINDEX > T THEN SELL AT MARKET ENDIF   // Conditions for short positions IF NOT ShortOnMarket AND C3 AND C4 THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF   // Conditions for exit short positions IF ShortOnMarket AND BARINDEX - TRADEINDEX > T THEN EXITSHORT AT MARKET ENDIF

  It seems to work fine except for every instrument I try , I always get a vertical black line on a certain date (Aug 1st 2010) which seems to block testing before this date.

  Why I am getting this nasty black line and how could I remove it ?

  Thanks

   

  

  pableitor

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  04/01/2019 at 6:47 PM #95253
  pableitor

  Solved !  I just deselected tick by tick mode and now its OK

  

  pableitor

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  04/02/2019 at 7:22 AM #95281
  Nicolas

  This black line mark the start date of the backtest. If you choose the tick-by-tick option, the history of backtest is smaller than without it, and without it, the start date is very often the very first bar of the history, that’s why you can see it with the tick option checked.

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  pableitor

  

  Nicolas

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