Using Long Term MA in a Short Period Test
Author: Investit
Creation Date: 6/13/2015 9:47 PM
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Investit

#1
I have been trying to do 3 month and 6 month tests. If I select a 3 month duration then the system assumes that the 200 days do not exist when in fact there is 200 MA data in the database that crosses over the selected test period.

For selections (such as the 200 DMA and any other nbr of day constrained data) where the data exists, is there a way to make the system pick up the 200 day MA data that crosses over the selected test period.
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Eugene

#2
Not in Rule-based strategies. In Strategy editor, however, it's possible with the help of GetAllDataForSymbol method from Community.Components library. Using it you can create indicators that are valid from bar 0, and therefore can start the trading loop at bar 1.
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Investit

#3
Thanks, but given my lack of, or elementary programming skills, at this point I am only using the rules based strategies.

As an alternative is there some way to dump the trades data to an excel file where I could eliminate some transactions and then recalculate the results in Excel?

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Eugene

#4
No problem. It's much easier to develop your strategy using Rules, then click "Open in new Strategy window", and make a few unobtrusive edits to implement GetAllDataForSymbol. If you need help with this just let us know.
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