I am receiving this error when I try and run a back test over my imported data.
error 010: Invalid SPY Stop:0.00000 Price:0.0000
I have added my asset to the AssetsFix .csv file in history folder.
My date format in the .csv I wish to import is in yyyymmdd. The frequency is daily bars.
I am using the below settings on the zorro included CSVtoHistroy script:
////////////////////////////////////////////////
// Convert price history from .csv to .t6
// The Format string determines the CSV format (see examples)
////////////////////////////////////////////////
#define SPLIT // split into separate years
string InName = "C:Stock Market AnalysisMarket DataMASTER_DATA_DUMPSPY.csv"; // name of a single year CSV file
string OutName = "SPY";
//string InName = "D:HistoryVIX_2013_2016.stk";
//string OutName = "VIX"; // for separate years, f.i. VIX_2016.t6, VIX_2015.t6 etc.
// HISTDATA line format: "20100103 170000;1.430100;1.430400;1.430100;1.430400;0"
string Format = "+%Y%m%d %H%M%S;f3;f1;f2;f4;f6;f";
<rest is default >>
The backtest script is good as I can run it over other existing assets in the zorro program.
What on earth am i missing here? Any ideas?
Thanks
Andrew