Hi,
thanks again for everyone who helped. Just for the records. I did a
second week of data collection and it worked. The problem
did not reoccur (so this was probably a different issue on the side of
the technical setup).
However, I found another problem when using the testdata for further
work:
it has multiple lines with the same time, sometimes even the time
jumps backwards 2-3 seconds and then starts again.
This is flagged by the parser as a problem and backtesting /
optimization is aborted.
I think, I know where the problem is coming from: I collect the data
in a VM on a server (using Windows on VMWare Server).
Then there is time synchronization between the VM and the host, I
supppose this causes this (I even get time differences
in spite of this synchronization).
So, what I did was to deactivate the parser-check. Now backtesting and
optimization works, but two questions arise.
- Is there a way to avoid the time jumps in the first place (without
the clock going arbitrarily out of step) in a VMWare setup.
- Is my workaround in any way problematic? (My assumption is that
despite the jumps, the various lines are still roughly 1sec
apart, thus any method I derive from this data will still work in
real forward mode..)
Thanks
Klaus
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