I'm trying to do a backtest on a single index future, but can't get it to work somehow.
When I run my code in scan mode over this index I can see that Buy and Short signals are hit.
When I run the backtest over all securities/indices in my database it comes back with results.
However when I run the backtest over the single index it is not giving me any results I'm not getting any error messages either to give me hint of what's going wrong.
Even if I put in a simple buy signal like C > Ref(C,-1) I'm getting zilch.
Any help would be much appreciated.