heech
05-22-2009, 04:22 PM
Here's my problem. I have a single strategy that loads 60+ symbols. I'd like to run a backtest on these 60 symbols over the last 2 weeks.
The problem is that at least *one* of these symbols has a gap in the historical data. When I try to run a backtest starting on May 11th, the bars aren't actually fed into my strategy until May 19th.
So, now what do I do? Using Tools->Historical Data->Delete on 60 symbols is just a pain in the ass.
In the past, I've just deleted the entire database and forced a reload. But I've setup numerous instruments now, and I don't want to have to re-do all of that work. Is there a good solution here??
The problem is that at least *one* of these symbols has a gap in the historical data. When I try to run a backtest starting on May 11th, the bars aren't actually fed into my strategy until May 19th.
So, now what do I do? Using Tools->Historical Data->Delete on 60 symbols is just a pain in the ass.
In the past, I've just deleted the entire database and forced a reload. But I've setup numerous instruments now, and I don't want to have to re-do all of that work. Is there a good solution here??