No back testing for VWAP series in V2

#1

Is it true that we can not back test a strategy with VWAP Series? I’m getting this message when i tried back testing my strategy (with VWAP series). Its a basic indicator so why its not allowed to be tested.

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
#2

Yes. Those keyword not supported in testing by Tradetron. I agree that atleast India vix and vwap would have been included in BT. Hope tradetron will include them in future

1 Like