Back test an Indicator that changes as more data is added?

I have an indicator that keeps altering as more data is added. Currently the Optuma Back testing process uses the entire data history which reshapes this indicator.

Is there a way to change the way Optuma processes Back testing so that an indicator only has historic data up to the time of it triggering?

Cheers, Lester

Hi Lester,

Unfortunately not. This is one of the areas that we have to be very careful about in testing.

We are working on a whole new testing engine which will allow for “Deep Scans” which will be more like this. I would not expect that to be available for many months though.

All the best

Mathew

Hi Mathew,

Thank you for your reply. Good to hear you are working on a solution to this problem.

Cheers, Lester