I am trying to backtest my intraday strategy. But it is not working. It is completed without any record fetched.
I it is working when I have Option Premium value to choose strike price. But same strategy not working when i have Option Delta value to choose strike price. It used to work earlier version of BT engine. But now it is not working. Please help to fix this issue.
Got the answer from Blog:
Backtesting Engine does not recognize the following variables/keywords
- India VIX
- All OI related keywords
- Bid price, Ask price
- Bid-Ask Difference
- Sec
- VWMA
- VWAP Series
- VWAP