[124] MultiCharts fills empty bars

I had some issues replicating a MultiCharts strategy in Backtrader engine.

And figured out that if data is missing StrategyQuant fills empty bars in MultiCharts engine.
And these empty bars are used to calculate indicators.
I don't think this is correct, because it leads to very bad results, example is RSI.

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

History

KP
#1

CooleRnax

14.11.2019 00:49

Task created

KP
#2

CooleRnax

26.11.2019 09:16

Description changed:

I had some issues replicating a MultiCharts strategy in Backtrader engine.

And figured out that if data is missing StrategyQuant fills empty bars in MultiCharts engine.
And these empty bars are used to calculate indicators.
I don't think this is correct, because it leads to very bad results, example is RSI.

MF
#3

Mark Fric

27.11.2019 15:09

Status changed from New to Waiting for information

please be more specific and give some example of data and screenshot.


SQ doesn't create bars when there are no data for it.

KP
#4

CooleRnax

28.11.2019 11:23
I have checked my data and found empty bars there.

My software ignored this data.

SQ didn't ignored this data.

So this issue is solved.

MF
#5

Mark Fric

28.11.2019 11:43

Status changed from Waiting for information to Fixed


Votes: 0

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