runtime error while backtesting with a sub date range
Author: wbzhang
Creation Date: 12/7/2010 10:29 AM
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wbzhang

#1
I have problems while backtesting. Actually if I backtest the data range with "all data" or "XXX bars", my backtesting is OK.

However, if I configured with "most recent X years" or specify data range from a start date "XX/XX/XXXX" to a end date "YY/YY/YYYY", I will get error:
"runtime error: Object reference not set to an instance of an Object at WealthLab.Strategies.MyStrategy.Execute()", and the result equity curve is just a straight line.

Any ideas? Thanks!
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Cone

#2
That's an interesting connection. Does it happen for a particular symbol / DataSet?

I'd like to get to the bottom of this one, so please create a support ticket with all the pertinent information and we can work more closely with you there.
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wbzhang

#3
So you mean this is a known problem before, and others also complain about it, right?

It happens for all my datasets, all symbols..

I will create a ticket for that.
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wbzhang

#4
Sometimes it even does not report any error, just display a straight line equity curve,and without any trades.

If I switch to "all data" or "XXX bars", everything looks OK.
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Eugene

#5
QUOTE:
It happens for all my datasets, all symbols..

How is your Benchmark Buy & Hold symbol configured?

Hint: Object reference not set to an instance of an object
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wbzhang

#6
Not the Benchmark buy & hold problem... I checked that.

It works while I configured with "all data" or "XXX bars", but not work with "most recent X years" or "from XX/XX/XXXX to YY/YY/YYYY"...
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Eugene

#7
Further investigation has shown that the problem affects only those data providers that register Named DataSeries with a Bars object, ASCII and TradingBlox for example. Currently we suspect a possible bug in WL6.
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