RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

AllowNoVolume

 

 

 

 

Category

Strategy Elements

Description

Whether to allow backtests to enter and exit positions on bars with zero volume

Input

True or False (default is False)

Notes

Most data providers including Norgate do not provide bars for days on which there were no trades.

The Padding setting AllMarketDays can be added to an Import definition to include those bars.

Bars added as padding always have zero volume and zero price movement (Open, High, Low, Close are all equal to the prior close).

By default RealTest will not allow an entry or an exit in a backtest to occur on such a bar, since in live trading there could have been no such transaction.

If you have a use case that requires transactions on zero-volume bars, add AllowNoVolume: True to your Strategy definition.

 

 

 

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