First, thanks Eugene for the help on previous questions. I appreciate it. Now, I'm backtesting a strategy that requires waiting several bars until some indicators become valid before it can start trading. The Buy & Hold comparison buys at the open of bar1 and sells at the close of the last bar. Is there any way I can delay the Buy & Hold "buy" so that is won't start until the strategy I'm comparing it to is able to start (ie: until the indicators become valid)? Alternatively, could I pre-calculate values for the indicator data series and stuff them into the first few bars of the indicator series?
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Check out this Wiki
FAQ > "How to start Buy&Hold from specific bar (not at bar #0)?" It will provide the necessary pointers to the User Guide why it works this way.
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