RC: IS/OS Issues

i have data from 2003  till 4.5.2018



I setup IS then i setup OS which ends earlier then my data. 
SQ4 tests strategy on all fata including data after OS period.

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

IH
#1

clonex / Ivan Hudec

05.05.2018 12:06

Task created

IH
#2

clonex / Ivan Hudec

05.05.2018 12:06

Attachment OS.png added

MF
#3

Mark Fric

14.05.2018 13:59

Status changed from New to Refused

but this is how it should behave. You can set OOS to any range, it doesn't mean it should stop trading at the end of OOS.


You can even have more than one OOS periods defined.


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