I used the ZHistoryEditor to double check when the data starts:
CSJ.t6 starts on 2007.01.11
HYG.t6 starts on 2007.04.11
ITB.t6 starts on 2006.05.05
SMH.t6 starts on 2005.02.25
SPY.t6 starts on 2005.02.25
TLT.t6 starts on 2005.02.25
XBI.t6 starts on 2006.02.06
XLI.t6 starts on 2005.02.25
XLV.t6 starts on 2005.02.25
My data was downloaded automatically by the script, so I assume we have the same source. The latest data starts on 2007.04.11, which is more than one and a half years before 2009. Surely there should be a way to test Z9 starting from 2009? (The dual momentum strategy advocates a lookback period of 1 year.) Is there anything I can adjust from outside the script to achieve that, or is that handle hard-coded in the compiled script and nothing can be done? Perhaps the Z systems could be made to load starting dates from a file for testing in the future?
Last edited by Hredot; 10/03/17 13:09.