With regard to the symbols that might have stopped trading, what I could guess in the Yahoo data is that those might be the ones that had earlier dates than which most of the symbols had next to them. There are no symbols with " 0 bars" in Yahoo data although there are several symbols withe the following descriptions next to them: " Error: the remote server returned an error: (404) Not Found." Is that message saying the same thing as "0 bars?"Ģ. I reviewed the LastUpdateLog-Notepad for Yahoo data since Fidelity data seems to produce too many complications.ġ. Symbols are all US stocks above $3.00 imported from Finviz. Position Size is: 20% of equity, Daily and different Data Ranges including from beginning of 2010 to. I used both Fidelity data and Yahoo daily data. I am using the Data Manager in WLP with my stock data sets of basically the entire US market with prices above $3. I used the tried and true strategy (and its code.) I also used other strategies including one that I just downloaded from the site. PC with Windows 7 Home Premium, Intel i-5 quad core processor, 8 gigs of RAM The way I deleted the last symbol on one data set previously was: to go to the expanded data tree of my data set on the left pane of WLP, and right clicked on the last symbol, and selected "delete." But then I got the error message saying the new-last symbol was out of range.Īnd how do you run the "Bad History Data Check?" And any other suggestions?Īs to the famous checklist, here are my answers to some of those items: I think your "guess" about the problem being the Data might very well be correct because I ran some back tests on other strategies including one that I downloaded, and I am getting almost identical error message about index being out of range. I am so appreciative about the fact that you guys are around on weekends as well to help the lost souls like myself struggling out here. Example: your DataSet contains the price data for a symbol that stopped trading, and you select the data range that goes beyond that date, and do not account for this fact in your Strategy.Īccessing a Position that does not yet exist Example: your trading loop starts at bar 3, and you're trying to compare the close of the bar with the close of the bar-4.Īccessing the data that does not exist. For example:Īccessing the data at an invalid bar number. If you're getting this "Index out of range" error message in Debug window when running a Strategy, this means you're actually violating the bounds in some way. My problem does not seem to fall under one of those mentioned in the link that you provided which are as follows: For some reason it is having problems processing the last symbol on the data set no matter what that symbol is. ![]() Even after I deleted that symbol from one of the two data sets, it still moves up to the new-last symbol, and gives out the same error message. The new backtests on both data sets: Fidelity and Yahoo exhibits a common thing: it produces the index out of range message for the final symbol on the data set. I reviewed some others' postings, and also downloaded my data sets again from finviz for both Fidelity and Yahoo.
0 Comments
Leave a Reply. |