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Hello,
I am trying to back test an EA with a Long Short Cointegration strategy. 2 parameters are the dependent and independent assets used for the strategy. I am optimizing theses 2 parameters to test all assets against all assets in the year of 2015. However some of them didn't have price information for that period. When one agent of the backtest faces an asset without price data it returns the error "cannot synchronize history". When this happens all other agents freeze and stop working in parallel making the hole process extremely slow.
How can I make them keep working in parallel even when there is no data for a asset?