Note that many indicators have predefined "spool up" periods. eg. a 30 day moving average requires 30 trading days (about 1.4 months) of data to start giving any values, so ensure your simulation start date is set to an appropriate date before you want to start your trading simulation.
However, other indicators such as ATR use a smoothing function across all previous data points, so beware when just testing an ATR with a limited set of data. It will show slightly different results to that on your chart. You can get around this by simply setting the number of data points to be tested to a high number (eg. 50000) but then add a further condition on the date.
In your case you would add:
eg if your entry condition was the price crossing above a 30 day moving average:
CROSS(C,MOV(C,30,S)) AND Year() >= 2009