- ago
I am attempting to use es=f, mnq=f,rty=f, and ym=f in a daily strategy backtest with 1 year of data using yahoo as the data provider .

ES=F and RTY=f work fine ... but the system will not load mnq=f and ym=f in the backtest. However, if I just click on the symbols in the dataset list the chart window opens and those symbols have several years' worth of data.
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- ago
#1
What does it mean "the system will not load mnq=f and ym=f in the backtest", precisely? Your problem report is not being descriptive to understand.
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- ago
#2




I am not sure if the images are loading properly. When I run the backtest in the notifications/errors pane it says "Need to Load Data Could not load Backtest Data in this Scale/Range". Data is not loaded for 2 of the 4 symbols. However, as I indicated when I double-click the symbols giving the errors (only mnq=f and ym=f: yahoo data provider...) a new chart window opens with daily candlesticks for several years. So I know that the data is in fact being loaded. But somehow there is a problem in backtest with those same symbols using a daily strategy. In the dataset window I could not find equivalent symbols in Wealth data for E-mini S&P 500, Micro E-mini Nasdaq, Mini Dow Jones, and E-mini Russell 2000 so I am using Yahoo as the provider.
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#3
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Cone8
 ( 23.52% )
- ago
#4
Sure, it works for a Daily scale. Yahoo! (like Wealth-Data) is an Daily-only provider.
For the Strategy Test, you selected an intraday scale. Check the scale in the Strategy Settings.

Here's what Wealth-Data is all about:
https://www.wealth-data.com/faq

Which broker will you be trading futures with?
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- ago
#5
I was using a daily scale, however your answer prompted me to look closer at position sizing. I updated that to 1 contract and now its working. Thanks for the help
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Cone8
 ( 23.52% )
- ago
#6
Okay, "will not load" to us sounds like the data doesn't load. You even showed us an image with "Could not load Backtest Data in this Scale/Range". Creating positions (trades in the backtest) is what you're describing now.
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- ago
#7
The pictures are correct. So perhaps the wrong error is being displayed. It really is a position sizing limitation. As I mentioned I knew the could not load message was incorrect because opening a new chart window with those same symbols does show the data. It was only a problem in the strategy backtest.
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Cone8
 ( 23.52% )
- ago
#8
Okay, then there's probably a sequence of actions we need to discover that makes that happen.
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