Yes, but the problem is, that the options data of one year exceeds the memory limit.
So my question is, can I use history files that are organized like this:
SPX_2019-01-01.t8
SPX_2019-01-02.t8
.
.
When I try it, Zorro tells me it does not find SPX.t8. At the moment I am trying to play with the "History" Variable and set it to the appropriate file for every day but this did not succeed yet:
History = strf("*_%s.t8", strdate("%Y-%m-%d",ldate(ET,0)));
My filenames are:
SPX_2019-08-01.t8
SPX_2019-08-02.t8
.
.
Any other thoughts? If this is not possible, does it mean you can only backtest option strategies when the data of one year does not exceed around 3 GB?