I downloaded the asset prices from the broaker, and I see the date on these files changing to the current date (June 25), i.e. AUDUSD_2020.t6 now has June 25 as the last date the file is modified. When I run the backtest, it seems historical data up to 2020-02-28 is used, and the 2020-03-01 to 2020-06-25 new data is not included in the backtest. This is the case for all asset. I thought the backtest would run all the way to the last data point in the historical asset price files.

What you are saying is that WFA runs until the end of its last cycle, which would be 2020-02-28, i.e. hardcoded? Is this correct?

Thanks a lot.