Since upgrading to Build 5, I have been experiencing some strange behaviour: regardless of the selected interval, the backtesting is running on all available data.
After a lot of time trying to narrow down this issue, it seems to be related to the ASCII datasets that I use: I subscribe to futures data from NorgateData and then export the Watchlists to CSV to load in WL8.
As far as I can see, there is nothing wrong with the data. However, the behaviour is as expected for some symbols and not for others.
To help reproducing this, I created a zip file with 3 CSV symbols (Date yyyyMMdd, Open, High, Low, Close, Volume, OpenInterest): ES, NQ, YM. ES works properly; but NQ and YM not (i.e. all data is loaded).
https://www.dropbox.com/s/qlob7emp9meo6es/CSV.zip?dl=0
Could you please have a look?
Thank you!
After a lot of time trying to narrow down this issue, it seems to be related to the ASCII datasets that I use: I subscribe to futures data from NorgateData and then export the Watchlists to CSV to load in WL8.
As far as I can see, there is nothing wrong with the data. However, the behaviour is as expected for some symbols and not for others.
To help reproducing this, I created a zip file with 3 CSV symbols (Date yyyyMMdd, Open, High, Low, Close, Volume, OpenInterest): ES, NQ, YM. ES works properly; but NQ and YM not (i.e. all data is loaded).
https://www.dropbox.com/s/qlob7emp9meo6es/CSV.zip?dl=0
Could you please have a look?
Thank you!
Rename
Re: topic title
WAS: Problem with ASCII DataSets
IS: In B5 some ASCII symbols ignore data range, loading all data
Hope it looks more descriptive now.
WAS: Problem with ASCII DataSets
IS: In B5 some ASCII symbols ignore data range, loading all data
Hope it looks more descriptive now.
Indeed this behavior is reproducible for me.
Assuming the data is not the problem (I just checked and I have the issue with most of the symbols that I have - more than 100; plus the data provider has proven very reliable over the years), is there a workaround for this?
Since my data is all in CSV files, I cannot do much until I figure a way out of this problem (if it does turn out that the data is in fact the problem, if I know more why, then I can contact the provider to get it checked out).
Since my data is all in CSV files, I cannot do much until I figure a way out of this problem (if it does turn out that the data is in fact the problem, if I know more why, then I can contact the provider to get it checked out).
Update: Dion fixed the bug for B6, I confirmed it.
Great! Thank you very much to both!
It's fixed in B6.
Thank you very much!
Thank you very much!
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