Index Data different on only 1 symbol in Portfolio of stocks

Hi there,
First-time poster, so appreciate the help.

I am using the Explore feature on a universe of stock, and it appears one symbol is picking up bad data when referencing an index (XJO). No other symbols in the Filter is, they are all seeing what I believe is the correct data. I have checked this in three different ways.

  1. The Explore window where its filter value on a particular date is different to every other symbol referencing the same index.
  2. The debug menu where I can see the index value is repeated exactly the same two weeks in a row (this seems to be a data error). 4/11/22 & 11/11/22
  3. The Chart window, where I can see that the weekly index candle has no info on 11/11/22, which would explain the debug output. On other Symbols running the same code, there is info for that week/candle on the 11th of Nov

I'm using Norgate Data.

I thought the way explore / backtest works is it runs the same code on all symbols? If so, how would the code get different index data for different symbols?

Screenshots below. I would be happy to post some code, but it is the old favorite Weekend Trend commercial version, so I didn't want to copy and paste big chunks ( I have edited it a tiny bit, so could be the cause !! ). Screenshots of those 3 examples are below, with another symbol showing the correct Index Value in Chart and Debugger.


A2m Ticker Showing a full Bar of Data on 11/11/22

A2m ticker Debugger showing correct Index Values on the 4th and 11th of Nov.

WR1 chart showing NO info on the 11th of Nov, and hence repeats the previous weeks close (I assume)

Debug of WR 1 showing the same Index 2 weeks in a row

The Explore output showing about 30 symbols all indicating the correct Index Filter - with WR1, showing it has a different index MA - as a result of NO data on the 11th of Nov.

Thanks so much for any insight

Are you using Foreign function? Unfortunately your question isn't clear enough and does not provide all necessary details (FORMULA) to give you an answer. Please follow this advice: How to ask a good question

Thanks @Tomasz ,
Yes, I am, and after posting I noticed that the symbol I had an issue with "WR1" missing a day of data, which threw out the Index Ref. In the screenshots above, I can see that the Debugger shows the 10th of Nov as the end of the week on that Symbol when the end of week should be the 11th. This is where it is missing data. This explains everything else :slight_smile:

I understand this is where "Pad and Align", comes in - and I saw a couple of your posts, and the reference manual on Pad and Align, and Foreign

So this is basically solved for now, selecting the Pad and Align option in the Analysis, resolves the incorrect signal generation. I have a bit of work to do, to understand how best to deal with missing data in the strategy, but enough to go on with.

Thanks for the response.

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