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                                                   problem with backtesting ^dji

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Matt
2018-11-26 18:31:45


i am testing a simple entry moving average for performance and the system will not make any buys after 1/26/1996.
When i isolate the test to the time frame where no trades are made the test gives me the error the "error.OnEndSimulation : Compilation error in 'OnEndSimulation':
Index was outside the bounds of the array."
what could be the problem here? this is hurting my ability to perform accurate tests and there should be trades being made during this time frame.



Matt
2018-11-26 18:33:04

  0

my formula for this
// Buy rules
Optimize("op1", 3, 16, 1);
Optimize("op2", 8, 30, 2);
Rule1 = (SMA(op1) > SMA(op2));
buy = (Rule1);
// Sell rules

Optimize("ops0", 5, 20, 5);
SetSimStop(_StopNBar, _Percent, ops0, 1);



Matt
2018-11-26 19:33:43

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never mind i found that there seems to be an issue with the amount of funds that the program did not like


QuantShare
2018-11-27 02:39:00

  0

The issue is not related to your formula but rather to the money management script you added.
The issue is located in the "OnEndSimulation" event.



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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.