Believe I've run into similar issues in Backtesting

Optuma Forums Optuma Scripting Inconsistent calculation of values in incomplete periods Believe I've run into similar issues in Backtesting

#54079
Chad
  • Topics: 4
  • 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.

The Danger Of Weekly Scripting

 

Hope this helps.

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