MarketData.GetSeries() doesnt work with backtesting

Created at 06 Mar 2018, 02:17
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cidmeku01

Joined 06.03.2018

MarketData.GetSeries() doesnt work with backtesting
06 Mar 2018, 02:17


I have been trying to find a workaround for this issue for almost a week and its a critical part of my trading model so need a resolution.

The issue is very simple - var series = MarketData.GetSeries(TimeFrame.Daily); works fine when running a cBot normally, however in backtesting it just returns NaN for every value no matter what I do - ie trying any different TimeFrames still doesnt work.

I have seen in a post on spotware here this has been an issue for many, many years - and in 2013 someone from Spotware seemed to indicate they were not only aware of this issue, but that it was something they "always planned to do and hope to achieve that soon" - well its 2018 so I am really hoping that falls into the soon category.

If anyone has a fix/resolution for this in backtesting or if anyone at spotware can offer any new insight into this issue - that would be greatly appriciated before I bite the bullet and jump platforms.


@cidmeku01
Replies

PanagiotisCharalampous
06 Mar 2018, 10:24

Hi cidmeku01,

Thanks for posting in our forum. I have tried to reproduce the issue but I couldn't. Could you please send me a cBot that can demonstrate this so that I can investigate further?

Regarding the post you mentioned, it is about an issue in optimization, not backtesting.

Best Regards,

Panagiotis 


@PanagiotisCharalampous