- ago
This is a new behavior in build 14.
Each time I use VIX.XO 5-minute intervals in any of my strategies I can only pull data since 6/22/2020.

-Create an empty 5-minute strategy (provider IQFEED).
- Set date range to 1/1/2017 - until current and use Single Symbol VIX.XO.
- Run Backtest. It will only show data since 6/22/2020.
- This is not IQFeed issue since it works for me for wl6.
- It doesn't not do the same for similar indexes such as VIX3M.XO. VIX3M.XO.QX doesn't get truncated.

I tried to fix the problem by forcing charts to load a large number of bars, but it didn't work. I even went and deleted all ..\wealthlab7\IQFeed\5 Minute, and recreated VIX.XO.QX all the way to 1/1/2008, but as soon as I run a strategy or I update dataset. it will truncate the file back to that date.

Do you have hidden folder you keep cached copy of QX files?
Why wl7 would overwrite my .QX files? It should only update missing bars.




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- ago
#1
How is your Preferences > Data/Trading configured (i.e. what is the Intraday Multiplier)?
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#2
I am confused by "intraday Minutes-based Days Multiplier".
It says "Controls how much ...", but then it says ", and in backtest that specify "All Data"."

What I should use to guarantee that I have enough data to backtest 10 years of 5-minute intervals?
I played with different numbers but I didn't get the results I wanted. The number that got me wider range of data is: bars in chart: 300000, ticks 300000, and multiplier 100000


Moreover, what is it special about VIX.XO? There is a file under IQFeed called StartDateRegister.txt. Does it have anything to do with this?

On the other hand, How much data I decided to load in a chart shouldn't truncate my QX files.

Note: even If I do not open charts and go directly to 'Dataset Update' the data get truncated if Data/Trading is not set far enough.

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- ago
#3
You're right, the preference applies to All Data and you specified a date range for the backtest. However, we need to factor out the charting which backfills the data with an insufficient multiplier after you deleted the data folder. Though it's not necessary, you can accomplish the same if you highlight IQFeed and choose "Delete local files" in Historical Providers (while "Clear internal request tracking info" will delete StartDateRegister.txt) or simply choose 5 Minute scale and do a Data Truncation in the Data Manager.
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- ago
#4
After many tries, I finally got it all working. However, I don't know how systemically to fix it if it shows once again.

Thank you for your help.
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- ago
#5
Glad to see you're up and running again.

By the way, what historical providers (besides IQFeed) and in what order do you have checked in Data Manager?
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- ago
#6
Just IQFEED. The rest are checked out.
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