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Wednesday
Sep252013

Only Backtest a year or 365 days, whichever comes first!

I was helping someone in the ProdigioRTS forum that was thinking thay we only had a years worth of data to backtest.  But the data goes back much further than that.  The problem he was seeing was that he was testing 2012 which is a leapyear and has 366 days but we can only test 365 days.  So the solution was to only test to Dec 30, 2012 or better yet change the Start Date to Jan 2, 2012 as that is a Monday and the first trading day of the year anyway.

I'm not sure how far back we can go but I have tested back to 2008 (also a leapyear) and was still able to get results.  

 

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