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Checking that trade data exists for a security

I read this here:

Our backtester protects you from running an algorithm against
securities that don't exist yet. For instance, if you try to backtest
using Facebook, the backtest will fast-forward to the point where
Facebook is traded. If you try to backtest both Google and Facebook
you will get an error; Facebook wasn't traded until May 2012

.

In an algo I was prompted about missing data and I turned the checking off. Questions:

  1. How do I turn it back on?

  2. What is the scope? Is checking off now for all my algos?

P.

2 responses
  1. In your algorithm, click the box with the start date. The little calendar popup should come up. At the very bottom of the calendar it says "Automatic date management is off. Turn on"
  2. The scope is per-algorithm.

The feature, as a whole, is not bullet-proof. The more complex your algorithm is, the harder it is for the code to automatically determine what is being traded. That automatic date management is mostly aimed at helping beginning users avoid unpleasant, difficult roadblocks. They're almost like training wheels. As you get more experienced as an algo writer you learn to protect yourself from "bad" data, and the training wheels become less important.

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Thanks, Dan. It is...err...obvious, really.

P.