Black vertical line in Probacktest
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Hi,
I am testing the attached simple system for Daily data:
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 ENDIFIt 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
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 04/01/2019 |
| Status: | Active |
| Attachments: | 1 files |
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