Hi. I kept running some back tests as usual on the same strategy that I used before. When I start the back test, it seems like it is working initially: going through the different symbols in my data set alphabetically, but when it finishes that, and after it compiles the performance results, it stops, and nothing shows up under the different tabs such as Performance, Equity Curve, etc. When I click on one of those tabs, WLP freezes, and I have to exit. I re-entered a few times, and tried the back test again on different date range, but it does the same thing.

Am I the only one having this problem or is WLP having problems tonight? In any case, what can I do to fix this. Thanks.

QUOTE:
Am I the only one having this problem or is WLP having problems tonight?

Yes.

QUOTE:
In any case, what can I do to fix this.

Start troubleshooting. Check the script, the data, the data range, Position Sizing, etc., etc. If you want help, provide all of this information to us.

It seems that the date ranges around 1995 to 1998 seems to be giving me problems so far.

When I changed the range to 500 bars, the back test worked. Also when I tested very recent date range: between a date in 2010 and a date in 2011, the back testing produced results. But when I went back to testing the above mentioned time period: around 1997 or so, back testing did not produce results, and I got frozen out of WLP.

I used to get results for the date ranges that are currently giving me problems without any problems. What to do? thanks.

Since the hiccup occurs after WL compiles the performance results, checking if it's some visualizer that's giving you a hard time is the next logical step.

Disable all performance visualizers in Preferences. Close the strategy, reopen, is there any change to the better? If it does, start enabling them one by one (not forgetting to reopen the strategy window to apply the changes to the active visualizer set) until you find the problematic one.

Okay, I found the problematic Visualizer. It is Monte Carlo. when I started adding each visualizer one by one, things went smoothly until I added Monte Carlo, and after I did, and ran a back test, WLP froze after compiling. And this problem only happens when my date range goes into the 90s rather than in 2000s. As soon as my date range got changed to 1999 from 2000 ( since I was doing one year at a time going in reverse chronology,) this problem started to occur.

what do you think I should do to fix this? thanks.

Could the problem be isolated to a particular DataSet? Data provider? Chances are, there's something about the data the MCV doesn't "like". What if you run it on a different DataSet by a different vendor e.g. Yahoo? What about other strategies, does the problem affect just one strategy?

I ran a different strategy with the same conditions: same data set, and same date range that is 1999, etc. And it completed running the back test successfully. When I ran the usual strategy again, it once again gave me problems: it froze. But the same strategy ran fine when I ran it in the date ranges that were in 200s: 2000, 2001, 2002, etc. What should I do?

Copy its code to clipboard (Ctrl-A,Ctrl-C), paste in a new strategy window (Ctrl-Shift-S,Ctrl-A,Ctrl-V), repeat the same test.

I followed your instructions above, and the Strategy window did not freeze this time which got me excited, but no performance measure in any of the visualizer tabs is there. For instance, under the Performance tab, Net Profit is 0, Exposure is 0, Total Commission is 0 and so forth. Similarly, under the Trades tab, there are no trades listed, and under the Equity and Drawdown % tab, the green representing the equity remains flat at 50K which was the starting capital. What should I do?

1. If you clicked Go, it wouldn't even start the uncompiled strategy. Click "Execute"/
2. Examine the Editor tab for compile and runtime errors.

I had clicked on the "Backtest on all Symbols in all US stocks" bar in the Strategy window under the Data Set tab. I did not click on Go.

And where is the "Execute"/?

Also, when I clicked on the "Run Strategy" in the Editor tab, the Strategy window and WLP froze again.

Re: "Backtest on all": please re-read the User Guide, both your actions are unexpected for an uncompiled strategy. Same answer for "Execute".

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Also, when I clicked on the "Run Strategy" in the Editor tab, the Strategy window and WLP froze again.

Now this is a useful observation. It may mean that 1) the strategy XML file per se ain't got broken and 2) no "rogue" drag n' drop indicator is throwing sand in the wheels. The most likely culprit is the code or the data.

Before asking for the code and the DataSet (which provider?) to reproduce, I wonder if you ran the strategy on a different DataSet by a different provider?

I am currently testing on data set imported from Yahoo as opposed to from Fidelity which was where my previous data set was from. I, however, am noticing that the progress of the back test is very slow compared to my previous tests done on Fidelity data. Is that normal?

I also noticed that when I was trying to import data from Yahoo, it asked me to pick a start date, and I picked 1/1/1990. When I picked Fidelity as my data provider previously, I was never asked that question. Do you know if Fidelity data only goes back to the beginning of 2000 since I have been having problems with any time before that?

Also, the box that I paste the list of stocks in WLP only pasted stocks to the ones starting with "T." This was not my experience before when I chose Fidelity as the data provider. I tried it again" copying from my excel sheet the entire US stock list that I imported from Finviz, and then pasting into the box in WLP, and it did the same thing: it only pasted stocks to "T." Is this normal?

1 - Disable on demand update in Data Manager and update the Y! DataSet.

2 - Can you open a chart of your (unknown) problematic Fidelity symbol, select "All data", and find out the starting date?

3 - You're doing something wrong.

P.S. The current Y! design prompting you to pick a starting date has no advantages over the Fidelity provider design.

QUOTE:
noticing that the progress of the back test is very slow compared to my previous tests done on Fidelity data. Is that normal?

Turn off On-demand Updates (File menu, or Data Manager). Hopefully someday we'll make that selection more obvious right on the chart or the chart toolbar.

QUOTE:
Do you know if Fidelity data only goes back to the beginning of 2000

Different providers give you different options. Fidelity gives you all the data they've got, there's no choice. In 6.0, I think, the data offering was expanded for Daily charts back to 1991-ish. If you used WLP before 6.0, you'd have to delete your Daily data to refresh to get the entire history. Intraday data is back to April 2004.

Synchronicity!

I agree: synchronicity!

Thank you so much for your help. You guys are really great.

I opened the charts of a few stocks in the data set that I used when I was having problems. The daily charts seem to go back to 12/2/1991. So according to this, I should not be having problems testing in the year of 1999.

I am currently updating data in Data Manager after choosing Yahoo as well as Fidelity as the data providers.

And, by the way, I could not find "All Data" that Eugene was referring to. Where is that?

It's an option in the Data Loading range.

Okay, the good news: I tested the same strategy that I was having problems with before on Yahoo daily data, and the visualizers work, and no freeze out!!!

The bad news, however, is what I already discussed before: I exported all US stocks from Finviz to my Excel, highlighted the stock symbols column by clicking and holding down the mouse while traveling down the column. After the whole row was highlighted (after ZZ,) I selected "copy," then I went to the empty box that I had opened from Data Manager where it asked me to manually type in or paste the symbols that I was interested in. I "pasted," and the box was populated with symbols, but only to the ones starting with "T." I tried it again, and same thing happened. How can I populate the box with all the symbols: all the way to ZZ?

Obviously, the backtest that I just successfully completed, and was so elated about was done on limited symbols going only to the " T."

My current theory is that there might be some data glitch in one (or more) of the Fidelity data symbols that is driving the MCV crazy. The Yahoo symbols are downloaded from scratch and are free from this error. It would be great if you could find that symbol by troubleshooting using all possible means including "Bad History Check Rev.A" script.

Re: paste, try breaking the act in two.