Backtest uses signals when it should not - How to begin calculation only if required number of bars are available?

I read this

and implemented

if(BarCount > 110)

Yet, upon back-testing entries are taking place before there are at least 110 bars. Also,


did not help.

What am I missing?

Hello @vtriv

It's not clear what you're wanting to achieve - it could be interpreted in any number of ways. Could pls provide a clearer explanation, and include some code/ charts/ illustrations, as outlined here:

By following the guidelines in @Tomasz's post, the forum will have a better idea of what it is that you want to achieve, and provide more appropriate advice.

Please accept my apology as I am unable to recreate the same problem. Had made some changes and now the back-tester is taking trades only when there is enough data.

I should probably delete this thread. Or if a moderator has to do then please do.

Next time my posts will be descriptive.

Excellent @vtriv, I'm glad you're able to fix the problem, :smile: , and look forward to your next post.