Back test for CNX Nifty with Periodicity as 1 day is not returning any result

Algos, strategies, code
1

Hi,

I have a very basic buy script "LAST > REF(HIGH, 1) " which returning result for all other stock symbols but no result is returning for CNX Nifty. The same script is working fine for "CNX Nifty" when i selected periodicity as Hour or Minute. But for  periodicity "Day" its returning no result. I can see manually the same condition occurred many times in market.


Please let me know if i am doing something wrong or its a valid issue which we can expect to be fixed in the final release.

1 Like
2

As per the above condition and code i had tried and backtested it , and it is working , no error with the code , the problem might be you left sell column blank  fill it with 0 or below code

Sell:

LAST < REF(HIGH, 1)
3

Have you tried with the symbol “CNX Nifty” ? I don’t think there is any problem with the script as same script is working fine when changing the symbol to any other equity. Its not working with the symbol “CNX Nifty” with periodicity as Day.

4

Yes i have tried in NIFTY15aprfut and it is generating alerts , we have to place both buy and sell with “<” or “>”