Optimization Only Example: Data Gap Finder Strategy

I wrote an article quite a while ago titled “The Cost of Dirty Data“.  I wrote a strategy to find large gaps of missing data and recently updated it so that it worked with MultiWalk Pro’s new “optimization only” feature.  This serves as a good example of how that feature can be used for projects that are neither optimizations NOR walkforwards.  It demonstrates how the multi-symbol and multi-bar interval aspect of MultiWalk can be leveraged for these types of “non-strategy” utility projects.

In other words, these types of strategies do not produce trade signals and would never be traded on a chart.  Instead they are utility strategies that normally have their own purpose and output.  In this case, the purpose is to scan many symbols for missing data and write the dates of the data gaps to a text CSV file.

The CSV file is written to the MultiWalk Optimization Files folder and is called DateGapFinder Results.csv.

It uses the MultiWalk iBaseOutputFolderName to reference the project’s Optimization Files folder, as can be seen in the following code fragment from the strategy:

The original article is here.  You can download the MultiWalk project using the following link: