What is the significance of the 12-05-08 start date? Is that when you started trading it with money, or is it how far your backtest goes, or what exactly?

Thanks in advance.

This runs on tick data. On Tradestation, I can get a maximum of 60,000 bars of data. That is the extent of the backtest or anything I can display.

I have been letting this trade live for a little over 1 week, it has been on collective 2 for only a few days, with some noted problems because of the level of activity and the C2 interface. The strategy was developed over a month ago (from stuff that I developed over many years and then put together for the YM) and watched since then, with some added changes based on live trading.


Most of those problems I think are solved now, but only time will tell. That date is simply the date that is 60,000 bars back and will move up over time. I included this data for a frame of reference to anyone who wants to watch this strategy. Obviously, as a backtest, or even as live data going forward, it should be considered hypothetical.

This is from a backtest of the system, with the last 5 days being live and included. It should all be considered hypothetical. There is no significance to the start date, other than that is as far back as I can go because that is 60,000 bars of data (max I can display). If i posted this yesterday, the start date would have been 12-4-08 etc.

Thank you for the info. I'm not sure what version of Tradestation you are running, but I can get the following:

TS Version 8.4, Build 1693 (latest one)
symbol @YM.D (continuous day session Dow Futures)
100 Tick Bars

Start Date: 8/20/08 (TS provides last 6 months of tick data)
Number of bars on chart displaying this data: 160,540

So, it seems like it should be possible to go back a few more months for your backtest.

Just a thought.

Kevin