Posted By: trenki2
EndDate not working - 01/13/17 21:30
I noticed that EndDate does not seem to work when I use my own Assets.csv file with price history downloaded from Yahoo.
When I set StartDate = 2005 and EndDate = 2006 the simulation still runs until now (2017).
This script reproduces the error:
I get this in the simulation results:
This is the relevant line for the AssetsFXCMCFD.csv:
When I set StartDate = 2005 and EndDate = 2006 the simulation still runs until now (2017).
This script reproduces the error:
Code:
function run() { StartDate = 2005; EndDate = 2006; BarPeriod = 1440; Capital = 10000; Margin = 650; assetList("AssetsFXCMCFD.csv"); assetHistory("MSFT", FROM_YAHOO); while (asset(loop("MSFT"))) { vars price = series(priceClose()); var rsi = RSI(price, 2); LifeTime = 5; if (NumOpenLong == 0 && rsi < 5) enterLong(); } }
I get this in the simulation results:
Code:
Simulated account AssetsFXCMCFD.csv Bar period 24 hours (avg 2088 min) Test period 28.04.2005-12.01.2017 (2948 bars) Lookback period 80 bars (16 weeks)
This is the relevant line for the AssetsFXCMCFD.csv:
Code:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol MSFT,63.040,0.01,0,0,0.01,0.01,0,10,1,0,MSFT.us