Optuma Forums › Optuma Scripting › Inconsistent calculation of values in incomplete periods › Believe I've run into similar issues in Backtesting
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- Replies: 13
- Posts: 17
Hey Dean, I believe I’ve run into similar issues as you when running a script with daily parameters with a “weekly” override. I have spoken with Optuma and it seems this is a known warning as I have been pointed to the following post which may also help you.
In my case, I only want to make trades on Friday’s close, but as you note, this can become an issue given the dynamicism of the weekly data.
Hope this helps.