I am working on a WL6 code that buys 52 week highs + uses other indicators. This means that I must set the strategy so that the trading loop does not start for 53 bars (i.e. to allow for indicators + lookback period for buying a 52 week high). I do this by using the following:

CODE:
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The end result, however, is that the first year of data from the code is $0 as there are no trades but when I look at the portfolio simulation results the portfolio starts a year earlier, the performance results are averaged down by the year of missing data and the same for the profit distribution results.

To only work around this that I have found is that I have to manually average results to exclude the year of no data. Does anybody know a better way of addressing this issue? There is data in the files before the 52 week period but if I start the loop any earlier than a 53 week lookback period the code for buying the highs does not work for any subsequent years at all for that component.

Thanks in advance.

Jim

This is a FAQ: How to start Buy&Hold from specific bar (not at bar #0)?

Here are just some discussions from the past:

Delay start of B&H
Synchronize start of B&H with 1st Strategy Trade?
Equity Curve - looks like my 1st trade is way after the start of my Date Range

There is no easy workaround.

Thanks Eugene, I thought that might be the answer but still work asking the question.

Just an update to the old thread. Now there is an easy workaround (referred to in the same FAQ): GetAllDataForSymbol