Align Futures Backtest Dates with the Extracted Data

Summary

This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since the backtest period fell outside the available data, it had nothing to process. The suggested correction is to align the backtest period with the extracted data; the response also notes that the backtest dates can be left unspecified to inherit the extraction module’s range.

The exchange points to an updated example, but provides no strategy parameters, performance results, or detailed validation steps. Its practical lesson is about checking data availability and date settings before investigating the trading logic. It does not establish whether the corrected Bollinger Band strategy works or performs well; it only addresses the stated cause of an empty backtest.

Key ideas

• A backtest can return no data when its requested period falls outside the extracted dataset.
• The example used data from 2021 but set the backtest period to 2024.
• Leaving backtest dates unspecified may let the backtest inherit the data extraction period.
• The exchange diagnoses a configuration mismatch but gives no strategy performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.