FirstValidValue with Synchronize
Author: thodder
Creation Date: 2/20/2010 10:13 AM
profile picture

thodder

#1
I started getting errors in my script when I attempted to use FirstValidValue as a point to start my for loop. It seems Synchronize will zero out the value. Is this correct? I noticed a few comments related to the Synchronize method that may indicate that it could be expected behavior, but it seemed odd to me. Here is an example which should show what I mean:
CODE:
Please log in to see this code.

The test parameters were the following:

Bar Scale: Daily
Data Range: 3 Years
Data Applied: Symbol IJK
Backtest Performance
Testing Mode: Portfolio Simulation
Starting Capital: $100,000.00
Position Size: 10% equity

I don't think the settings for this strategy matter other than using scale = Daily.
profile picture

Cone

#2
Nice catch. FirstValidValue is set by the indicator code, so a Synchronize needs to keep track of the bar of the FirstValidValue and apply it to the first correspondimg bar in the lower scale.

If you don't mind, a Support Ticket would help us track this one. tia.
profile picture

thodder

#3
Support ticket created.
profile picture

Eugene

#4
Thank you.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).