I am having a problem when trying to run a strategy simulation. I have a buy rule of “(Close(0, PITSeries(##RDISPINC)) >= EMA(12, 1, PITSeries(##RDISPINC)))”. I am getting the error message “UnhandledExceptionHandler: EXCEPTION_ACCESS_VIOLATION”. I am not getting that error for other FRED items such as ##INDPRO, ##SALESRET. Any ideas as to the cause?
Revised (“PIT”) series need to be rendered to contiguous storage in order to be used by the rest of the system. In order to do this, we build checkpoints and change sets to efficiently travel forward in time, occasionally needing to ‘reset’ when data points are either added before the latest date or removed between dates.
This particular series resulted in two consecutive resets on 2003-12-23, (where 531 points preceding 2003-04-01 were removed,) and 2003-12-31, (where 267 points preceding 2003-04-01 were added back.) I needed to rearchitect the code a bit to support this condition. (Note that the goal is to model the data provided, not fix the 8 days of missing data for this series.)