Issue when using next()

[ed5555]

When trying to run a simple 200 MA strategy, I want make a purchase at the onset of the data. However, the next function iterates only from the onset of the data+200 days.

Is there a way to do this?

Thank you

[sachaRfd]

When implementing a strategy with 200 MA, you need to account for the initial calculation period. For example with a 200-day MA, you need the data of the previous 200 days before you can generate a valid MA value. During the calculation period, the MA will be NaN - so no signal. This means the strategy will only work from 200 days onwards.

Quick fixes in your case would be to either:

1. Collect more historical data to your desired start-date.
2. Pick a later start date where you already have the previous 200 data points.

Hope that makes sense.

[kernc]

Indeed, mind the warning on Backtest.run.

Welcome a better position where this note should be placed.